Planeamento

Aulas

Introduction

1. Introduction

1.1. Econometric Methodology

1.2. The Structure of Economic Data

1.3. Dependent Variables and Econometric Models

1.4. Types of Explanatory Variables

2. Linear Regression Analysis with Cross-Sectional Data

2.1. Model Specification

2.2. Estimation: Ordinary Least Squares


Introduction to Stata

Introduction to Stata

Illustration 1 (questions 1-6)


Linear Regression Analysis with Cross-Sectional Data

2.2. Estimation: Ordinary Least Squares (cont.)

2.3. Partial Effects


Practical Exercises

Illustration 1 (cont.)


Inference and Model Evaluation

2.4. Inference

2.5. Model Evaluation

Illustration 1 (questions 7-9)


Practical Exercises

Illustration 2


Practical Exercises

Illustration 3


Practical Exercises

Illustration 3 (cont.)


Econometric Models with Endogenous Explanatory Variables

3. Econometric Models with Endogenous Explanatory Variables

3.1. Endogeneity

3.1.1. Definition and Consequences

3.1.2. Motivation: Omitted Variables, Measurement Errors, Simultaneous Equations

3.1.3. Solutions: Instrumental Variables, Panel Data

3.2. Instrumental Variable Estimation

3.2.1. Two-stage Least Squares (2SLS)

3.2.2. Generalized Method of Moments (GMM)

3.3. Specification Tests

3.3.1. Test for the Exogeneity of an Explanatory Variable

3.3.2. Test for the Exogeneity of the Instrumental Variables

3.3.3. Tests for Correlation between Instrumental Variables and Explanatory Variables


Practical Exercises

Illustration 4


Panel Data Models

4. Static and Dynamic Panel Data Models

4.1. Panel Data

4.2. Alternative Estimators

4.3. Inference and Model Evaluation


Practical Exercises

Illustration 5


Practical Exercises

Illustration 6


Dynamic Panel Data Models

4.4. Dynamic Panel Data Models

Illustration 7


To be defined

To be defined


Nonlinear Regression Models

5. Nonlinear Regression Models

5.1. Maximum Likelihood


Models for Binary Choices

5.2. Limited Dependent Variable Models

5.2.1. Models for Binary Choices


Practical Exercises

Illustration 8


Models for Ordered Choices

5.2.2. Models for Ordered Choices

Illustration 9


Models for Multinomial Choices

5.2.3. Models for Multinomial Choices

Illustration 10