PART I. ECONOMETRIC MODELS FOR PANEL DATA

Lesson 1. Estimation Methods: Endogeneity and Instrumental Variables

1. Data Structures
2. Role of Conditional Expectations in Econometrics 1.3. Linear Regression Framework
3. The Endogeneity Problem: Sources and Responses 1.5. Instrumental Variables Estimation
4. Generalized Method of Moments

Lesson 2. Introduction and Linear Static Models for Panel Data

1. Characterizing Panel Data Methods
2. Advantages and Limitations of Panel Data
3. Why is the Panel Data Methodology Needed?
4. Fixed Effects Models
5. Random Effects Models
6. Fixed Effects Models versus Random Effects Models
7. 2.7. Limitations of Linear Static Panel Data

Lesson 3. Linear Dynamic Models for Panel Data

1. Autoregressive Models
2. Models with Endogenous Variables
3. Models with Predetermined Variables 3.4. Models with Strictly Exogenous Variables 3.5. System GMM
4. System GMM for Autoregressive Models
5. System GMM for Models with Predetermined Variables 3.6. Specification Tests
6. Testing for Residual Serial Correlation
7. Testing for Overidentifying Restrictions
8. Incremental Sargan Tests

Lesson 4. Nonlinear Panel Data Models

1. Introduction to Discrete Response Models
2. Fixed Effects Logit
3. Random Effects Logit
4. Censored Regression Models

PART II. PANEL DATA METHODS WITH Stata

Lesson 5. Introduction to Data Management with Stata

1. Basic Concepts
2. Format and Content of Data Files
3. Data Management
4. Stata Work Environment: Do Files and Output Files
5. Joining Data

Lesson 6. Managing Variables for Research

1. Types of Variables: Storage and Displaying Format
2. Management of Variables
3. Descriptive Analysis
4. Creating Variables for Research

Lesson 7. Advanced Operations with Stata

1. Using Matrices
2. Advanced Commands
3. Error Messages
4. Online Help

Lesson 8. Model Estimation with Stata

1. Introduction to Model Estimation with Stata
2. Estimation of Linear Static Models for Panel Data
3. Estimation of Linear Dynamic Models for Panel Data
   1. The Difference GMM Estimator
   2. The System GMM Estimator
4. Estimation of Nonlinear Panel Data Models

Lesson 9. Panel Data in Action

1. Improving Previous Models
2. Implementing New Research Strategies
3. Panel Data and Publication
4. How to Justify the Estimator Choice: Comparison between Estimators
5. Which is the Most Important Factor?
6. Dealing with the Instruments Choice
   1. Controlling Instruments in the Difference GMM Estimator
   2. Collapsing the Instrument Matrix
   3. Controlling Instruments in the System GMM Estimator
   4. Controlling for the Weighting Matrix
7. Dealing with the Specification of the Model
   1. Testing for the Explanatory Power of the Variables
   2. Testing for Residual Serial Correlation
   3. Looking for Good Instruments
   4. Testing for the Relevancy Condition
   5. Testing for the Exogeneity of the Instruments

Lesson 10. Efficient Research Process by Using Panel Data and Stata: A Case Analysis

1. Collecting the Data
2. Joining the Data
3. Constructing Variables
4. Constructing Variables by Using Estimation Results
5. Panel Data Structure and Variable Analysis
6. Estimation of the Model
7. Dealing with New Ideas

Categoría de nivel principal o raíz: Cursos