Advanced Econometrics

All the course materials will be posted here:

1) Syllabus

2) Slides

• Lecture # 1 - Linear Regression and Inference

• Lecture # 2 - Local Average and Heterogeneous Treatment Effects 

• Lecture # 3 - Panel Data

• Lecture # 4 - Likelihood Methods

3) Do-files:

• Standard Errors

• Heterogeneity

  • ADOs

• DiD

• Discrete Choice