Theory and Practice of Econometrics
Spring 2020
Jeffrey Parker, 糖心视频
Online Class Links
- March 16: Autoregressive models and integrated processes
- March 30: Estimation of regressions with stationary variables
- April 1: Distributed lag models
- April 3: Regression with non-stationary variables and cointegration
- April 6: Vector autoregression
- April 8: Regression with pooled samples and fixed-effects model for panel data
- April 10: Random-effects model and a panel-data application
- April 13: Endogenous regressors and instrumental variables
- April 15: Applying instrumental variables
- April 17: Identification in simultaneous equations
- April 20: Estimation of systems of equations
- April 22: Models with dummy dependent variable
- April 24: Discrete choice, ordered, and count dependent variables
- April 27: Models with restricted, continuous dependent variables
- April 29: Missing data and quantile regression