Undergrad Microeconometrics - Scuola Sant'Anna, 2017-2018

    • Updated course outline is here

    • Link to Cameron and Trivedi book's website is here

    • My lecture notes on basics of regression and OLS are here

    • Examples and tutorials:

      - OLS and IV: Data and DO-file
      - Binary-choice Models: Data and DO-file
      - Within-variation in multi-dimensional panels: Data and DO-file
      - Panel Methods on labour supply data: Data and DO-file
      - GMM examples on Firm Growth and R&D: Data and DO-file
      - Selected Samples: Data and DO-file

    • Useful readings and materials available on the net:

      - Christopher Baum on Panel-GMM [PDF]
      - Stephen Bond on Panel-GMM [PDF]
      - David Roodman on panel-GMM theory and implementation of XTABOND2 in Stata [PDF]
      - Andrea Ichino lecture notes on Micro and Panel data econometrics [PDF] and about Causality [PDF]
      - Esther Duflo on Program Evaluation and Causality [PDF]