Marcel-Cristian Voia

University of Orleans:

1. Advanced Macroeconomics (graduate course, MA)

2. Panel Data (graduate course, MA)

3. Program Evaluation (graduate course, MA)

4. Advanced Macroeconomics (L3)

5. International Finance (L3)

6. Industrial Economics (L3)

University of Clermont Auvergne:

1. Program Evaluation (graduate course, MA)

Carleton University:

Econ 6714W: http://www.carleton.ca/economics/wp-content/uploads/econ-6714w-voia-w14.pdf

See the additional web references on: 

1. Heteroskedastic Autocorrelation Consistent (HAC) Standard Errors. Bootstrap Methods for: Standard Errors, Testing and Regression Models.

a) NBER Summer Institute Minicourse: Heteroskedasticity and Autocorrelation Consistent Standard Errors

b) Bootstrapping Regression Models

3. Applications of GMM: Panel Data (Dynamic Panel Data) 

IV and Dynamic Panel Data Models:

4. Application of Nonparametric Analysis: Program Evaluation Models

MITopenCourseWare

Acknowledgments for the above MIT lecture notes on Program Evaluation

Methods for nonlinear models, Bootstrap, subsampling, and finite-sample methods, Quantile regression (QR) and distributional methods by Victor Chernozhukov and
GMM, Nonparametric and Semiparametric estimation, Treatment Effects and Nonlinear models in panel data by Whitney K. Newey:

http://ocw.mit.edu/courses/economics/14-385-nonlinear-econometric-analysis-fall-2007/lecture-notes/

Slides on Implementing Propensity Score Matching Causal Analysis with Stata by Vivien W. Chen and Krissy Zeiser

Slides on Panel data methods for microeconometrics using Stata by A. Colin Cameron

Applied Categorical & Non-normal Data Analysis in STATA by Phil Ender:

http://www.philender.com/courses/categorical/notes.html

STATA Notes by Oscar Torres-Reyna

Econ 5027

Course Outline

Lecture Notes are available on Carleton CU-learn

Econ 6027

Course Outline

Lecture Notes (Thanks to Sarah Mohan):

Lecture 1

Lecture 2

Lecture3

Lecture 4

Lecture 5

Lecture 6

Lecture 7 (GMM - Lynda)

GMM  -class notes

Lecture 8

Dynamic Panel Data

Lecture 9

Lecture 10

Lecture 11

Useful data sources:

http://library.law.yale.edu/news/75-sources-economic-data-statistics-reports-and-commentary

Data useful for research (American Community Survey)

2. Web reference for duration models :

http://homepages.nyu.edu/~mrg217/essex.htm

3. Web reference for nonparametrics models:

- Li & Racine Book for nonparametric regression:
http://press.princeton.edu/titles/8355.html

http://socserv.mcmaster.ca/racine/ECO0301.pdf

- Nie, Z. and J.S. Racine (2011)The crs Package: Nonparametric Regression Splines for Continuous and Categorical Predictors

http://cran.r-project.org/web/packages/crs/vignettes/crs.pdf

- R mini-course by Jacho-Chavez, David Tomas
http://mypage.iu.edu/~djachoch/downloads.htm

- Lewbel's Lecture notes on nonparametric estimation:
http://www2.bc.edu/~lewbel/NonparamClass.pdf

4. Web references for Quantile Regression:

- Victor Chernozhukov's lecture notes on quantile methods:
http://ocw.mit.edu/courses/economics/14-385-nonlinear-econometric-analysis-fall-2007/lecture-notes/lecture08.pdf

http://ocw.mit.edu/courses/economics/14-385-nonlinear-econometric-analysis-fall-2007/lecture-notes/lecture09.pdf

5. Web references for Program Evaluation:

http://www.nber.org/WNE/lect_1_match_fig.pdf

http://www.personal.ceu.hu/staff/Gabor_Kezdi/Program-Evaluation/program-evaluation-syllabus.htm

http://ftp.cs.ucla.edu/pub/stat_ser/r350.pdf