Further Details Term 2

Please note, I have taken over the module for this term from Mark Stewart. I am still sorting out the material which I would like to cover. However, if you want to get a broad idea about what it might cover, you can access Mark Stewart's material from http://www2.warwick.ac.uk/fac/soc/economics/pg/modules/ec910/olddetails

Wiji

5th October 2011.

 


LECTURE HANDOUTS

0. Module outline and information for Term 2. Slides 0.

1. Properties of Estimators - Slides 1. Revised slides revisions in red.

2. Maximum Likelihood Estimation - Slides 2.  Revised slides with revisions indicated in red.

3. Three different principles of testing - Slides 3.  Revised slides with revisions indicated in red.

4. Binary Response Variables - Slides 4 - part 1. Full set. Revised Slides with revisions indicated in red and blue (14/2/2012).

5. Multinomial Choice Models - Slides 5. Revised Slides with revisions to pages 14 and 15 (04/05/2012) SHOWN IN GREEN.

6. Censored and Trucated Regression Models - Slides 6; Handout 6a (moments); Revised Slides 6. Revised - vs2 Slides 6th May 2012 (page 22 equations).

7. Endogenous Selection and Switching Models - Slides 7: Revised Slides 7.

8. Static Linear Panel Data Models: Specification & Estimation - Slides 8: Extra notes.

 

Problem Sets

1. Revision of very basic material. (note: I have corrected equation 1 in this file: 9th Jan 2012).

2. Siimulation exercise. Stata do file.

3. Binary Dependent Variables. Stata do file. Data.

4. Multinomial Choice Models. Stata do file. Data.

5. Tobit and Endogenous Selection models. Stata do file. Data.