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【农研中心】《微观计量经济学》课程大纲

 

Micro-econometrics

 

Business School of Xiangtan University

Autumn, 2010

 

Micro-econometrics for second-year graduate students

 

Teacher: Rudai Yang  Prof.

(E-mail:rudaiyang@gmail.com    Tel:15197250790   Office: 403 Chunhui building)

TA: Jia Lin ()

 

Main Textbook

1. Wooldridge, Jeffrey M., Econometric Analysis of Cross Section and Panel Data, the MIT Press,

2. Maddala, 1983, Limited Dependent and Qualitative Variables in Econometrics.

3.Angrist, Joshua D., Jörn-Ste¤en Pischke, Mostly Harmless Econometrics: An Empiricists Companion, Princeton Press, 2009.

4.A. Colin Cameron and Pravin K. Trivedi, Microeconometrics Using Stata, Stata Press 2009.

http://www.stata.com/bookstore/mus.html

 

 

 

Outline

 

Topic 1: Overview (3 hours)

Soft.

Learning resource.

Datasets.

Textbooks.

Econometric Economists.

Basic statistics knowledge. Such as set theory, limit theory, distribution theory.

 

Topic 2: Properties of OLS Estimator and OLS Estimation (3 hours)

 

Topic 3: Properties of IV Estimator and IV Estimation (3 hours)

 

Topic 4: Specification Test and Other Estimate Methods (3 hours)

 

Topic 5: GLS and FGLS Estimation of Panel Data (3 hours)

 

Test 1

 

Topic 6: M-Estimation (3 hours)

 

Topic 7: MLE Estimation (3 hours)

 

Topic 8: Dynamic Models (3 hours)

 

Test 2

 

Topic 9: Logit Model (3 hours)

 

Topic 10: Probit Model (3 hours)

 

Topic 11: Tobit Model (3 hours)

 

Test 3

 

Topic 12: Stata (3 hours)

 

Topic 13: Paper Discussion I (3 hours)

 

Topic 14: Paper Discussion II (3 hours)

 

reading list:


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