I Introduction

1 Causal Parameters and Policy Analysis in Econometrics

2 Reminder and Testing Issues

II Panel Data Regression Analysis

3 GLS with Panel Data: SURE, RCM, REF

4 E[u|x] is not 0: FEM and Errors in Variables

5 Testing in Panel Data Analysis: Clustering, Minimum Distance

6 GMM and its Application in Panel Data

III Qualitative and Limited Dependent Variables

7 Qualitative response models

9.1 Panel Data Applications of Binary Choice Models, Semi-parametric Models

9.2 Multinomial Choice Models

8 Duration Analysis

9 LimDep and Sample Selection

10 Program Evaluation, Matching and Local IV