• Syllabus

            ** Linear algebra and econometrics: Notes

            ** Discrete Regression Models

            ** Censored and Truncated Regression Models

            ** Disequilibrium Models

            ** Duration Models

            ** Static Panel Data Analysis Transparencies, Grunfeld dataset

            ** Dynamic Panel Data Analysis Dataset

            ** Non-stationary Panel Methods - Panel Unit Roots Nelson Mark's notes

            ** Non-stationary Panel Methods - Panel Cointegration  

                     Hyperlink for Kao's NPT 1.3 package, Pedroni paper, literature review by Baltagi & Kao

            ** Discrete Regression Models and Panel Data

            ** Panel Vector Autoregression

            ** Monte Carlo and Bootstrap

                    Marc Nerlove's notes on simulation and random number generation followed by

                    Marc Nerlove's notes on bootstrap and articles by Efron and Gong, and Barbara Bogacka