Textbooks

With more emphasis an application

• Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, the MIT Press, October 2001. ISBN 0-262-23219-7.

• William Green, Econometric Analysis, Prentice Hall, 6th Edition, 2008.

More technical

• Russell Davidson and James G. MacKinnon, Estimation and Inference in Econometrics, New York, Oxford University Press, 1993. ISBN 0-19-506011-3. (For technical details.)

Software

1. STATA

2. R

Lecture Notes

1. Simple regression

2. Multiple regression

3. The linear model

4. Tests and normal errors -- In the press: Science News: P-value ban

5. Asymptotic theory and application to OLS

6. Heteroscedasticity and Generalized Least Squares (GLS)

7. Unobserved heterogeneity and panel data

8. Non-causal models and instrumental variable estimation

9. Qualitative response models

10. Limited dependent variables

11. Application: the labor supply model

• Linear algebra and matrices

Data

1. Extract from French Enquete Emploi 2002 - ee2002ext.dta

2. Extract from US SIPP - SIPP.raw

3. Fulton fish market data - fulton.dta

4. For Pb set 1 - 401k.raw

Problem Sets

• Multiple regression

• Linear model and tests

• Asymptotic theory

• Heteroscedasticity

• Endogeneity and IV (I)

• IV (II)

• Qualitative variables (I)

• Qualitative variables (II)

• Limited dependent variables

Past exams

• 2012

• 2013

• 2014

• 2015

• 2016

• 2017