Regression, Causality and Panel Data – Part I
- 1. Econometric concepts: Regression analysis — OLS & GLS
- 2. Causality under cross-section data
- 3. Basic issues in program evaluation; Causality and the problem of selection bias
- 4. Regression and causality
- 5. Instrumental variables (two stage least squares (2SLS); weak instruments; overidentification tests)
- 6. Binary choice models
- 7. Propensity score matching and estimation and Pro
- 8. Longitudinal data: Differences-in-differences (DD)
Angrist, Joshua D. and Jörn-Steffen Pischke (2009), Mostly Harmless Econometrics: An Empiricist’s Companion, Princeton University Press.
Baum, Christopher (2006), An Introduction to Modern Econometrics Using Stata, Stata Press.
Cameron, Colin and Pravin Trivedi (2010), Microeconometrics Using Stata, Stata Press.
Cameron, Colin and Pravin Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press.