14.382 | Spring 2017 | Graduate

Econometrics

Related Resources

Notes from the course 14.381 Statistical Method in Economics (PDF)

Slides: GMM Estimation in Stata (PDF) (Courtesy of Ricardo Mora. Used with permission.)

Arellano, Manuel, and Jinyong Hahn. “Understanding Bias in Nonlinear Panel Models: Some Recent Developments.” (PDF) In Advances in Economics and Econometrics, Ninth World Congress. Edited by Richard Blundell, Whitney K. Newey, and Torsten Persson. Cambridge University Press, 2007. ASIN: B01F7YA3P0

Chamberlain, Gary. “Panel Data.” Chapter 22 In Handbook of Econometrics, Volume II. Edited by Z. Griliches and M.D Intriligator.  Elsevier Science Publishers, 1984. pp. 1247–1318. 

Fernández-Val, Iván, and Martin Weidner. “Individual and Time Effects in Nonlinear Panel Models with Large N, T.” Journal of Econometrics 192, no. 1 (May 2016): 291–312. 

Newey, Whitney K. “Convergence Rates and Asymptotic Normality for Series Estimators.” Journal of Econometrics 79, no 1. (1997): 147–168. 

— — —. “Efficient Estimation of Models with Conditional Moment Restrictions.” In Handbook of Statistics, Volume 11. Edited by G.S. Maddala, C.R. Rao, and H.D. Vinod. Elsevier Science Publishers, 1993.

Course Info

Departments
As Taught In
Spring 2017
Level
Learning Resource Types
Problem Sets
Exams
Lecture Notes