Advanced Econometrics 2.

Spring 2008

Instructor: Gabor Kezdi.

kezdig@ceu.hu. Office: 404, Economics Department. Office hours by appointment.

Time and location: Mon, Tue and Thu 9-11 (unless re-scheduled). FT 808

syllabus

data & other resources for Wooldridge's Advanced textbook

complete text & other resources for Train’s textbook

other downoadables

Ham & Lalonde (1996), “The effects of sample selection and initial conditions in duration models: Evidence from experimental data on tarining

Cameron and Heckman, “Life Cycle Schooling and Dynamic Selection Bias: Models and Evidence for Five Cohorts of American Males” JPE, 1998, 106(2)

Angus Deaton, “Demand Analysis.” Handbook of Econometrics, Ch. 30.

Hausman, Leonard and Zona, “Competitive Analysis with Differentiated Products.” Annales D’Economie et de Statistique, 1994, No. 34.

Nevo, Aviv “A Practitioner’s Guide to Estimation of Random-Coefficients Logit Models of Demand.” J of Econ Management & Strategy, 2000, 9(4)

Poisson Regression Example

Binary Choice Example

schooling1.dta

Problem Sets

		Due date
PS_1	16.2, 16.3, 16.4, 16.15, 19.2, 19.3	May 8
PS_2		May 15
PS_3		May 22
PS_4		May 29