Undergrad Microeconometrics - Scuola Sant'Anna, 2016-2017

    • 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
      - Panel Methods: Data and DO-file
      - Within-variation in multi-dimensional panels: Data and DO-file
      - Binary-choice Models: Data and DO-file
      - Selected Samples: Data and DO-file

    • Useful readings and materials available on the net:

      - 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]

    The econometrics of firm-industry dynamics - Undergrad courses, 2016-17

    • Syllabus is here

    • Contact me for lectures slides and specific materials