Microeconometrics
I. Syllabus:
The lecture introduces into important econometric methods used typically for microeconometric questions using cross-sectional data.
- Instrumental variables and weak instruments
- Binary Choice Models
- Multinomial and Ordered Response Models
- Tobit and Selection Models
- Duration and Count Data Models
- Quantile Regressions
II. Prerequisites:
III. Downloads:
IV. Literature:
- Main textbook: A.C. Cameron and P.K. Trivedi (2005), Microeconometrics: Methods and Applications. Cambridge University Press, Cambridge.
- Also recommended: Jeffrey M. Wooldridge (2010), Econometric Analysis of Cross Section and Panel Data. MIT Press.