Econometric

Methods

Arek Szydlowski - University of Kent

1. Regression Models

2. Multiple Linear Regression Models & Hypothesis Testing

3. Hypothesis Testing

4. Regression Models with Dummy Variables I

5. Regression Models with Dummy Variables II

6. Model Specification Issues I:
Irrelevant & Omitted Variables,
Logarithmic Functions,
Quadratic Functions

7. Model Specification Issues II:
Quadratic Models, Interaction Terms, Adjusted R^sqrd, Functional Form Mis-specification

8. Model Specification Issues III:
Heteroskedasticity &
Serial Correlation

9. Serial Correlation & Instrumental Variables

10. Instrumental Variables

11. Instrumental Variables,
Testing for Endogeneity,
Over-identifying Restrictions,
Instrumental Variables with Simultaneous Causality,
Instrumental Variables with Measurement Identity
& Pooled Cross Sectional Data

12. Pooled Cross Sectional Data, Chow Test, Policy Analysis, Difference in Differences, Ashenfelter Dip

13. Fixed Effects Estimation, Least Squares Dummy Variable,
Random Effects Model,
Random vs Fixed Effects

14. First Differences,
Policy-Analysis with Two-Period Panel Data,
Differencing with Multiple Periods,
Assumptions for OLS and Pitfalls of Differencing,
First Difference vs Fixed Effects,
Panel Data Extensions,

15. Limited & Binary Dependent Variables,
Logit Model, Probit Model,
Latent Variables, Logit vs Probit,