1) Conditional Expectations and Linear Projections

2) Basic Asymptotic Theory

3) Single Equation OLS estimation

4) Single Equation IV estimation

5) Systems of Equations OLS/GLS estimation

6) Systems of Equations IV estimation

7) Linear Unobserved Effects Panel Data Models

8) M-estimation, Nonlinear Regression, and Quantile Regression

9) Generalized Method of Moments and Maximum Likelihood Estimation

10) Discrete Response Models

11) Corner Solutions, Censoring, and Selection Models

12) Evaluation of Treatment Effects

13) Duration Analysis

Course materials can be accessed in Ilias. Log on with your university account, register for the course and click through all the folders. Download all documents to your personal computer as you might not always have access to the internet.

We post two lecture videos (2x 2h) each week plus one video per practical session (1x 2h). The videos will be available from the Saturday in the preceding week onwards. In weeks without problem sets, there will be three lecture videos (3x 2h). You can watch the videos anytime.

If you have questions, please ask them in the live sessions (Mon 11-12 for the lectures, Wed 11-12 for the practical sessions). You will receive a Zoom invitation for each live session if you are registered for the course. If possible send a scan/photo of your questions before the live session.

Wooldridge, J.: Econometric Analysis of Cross Section and Panel Data

Cameron, A.C., P.K. Trivedi: Microeconometrics, Methods and Applications

Cameron, A.C., P.K. Trivedi: Microeconometrics Using Stata