Undergrad Microeconometrics - Scuola Sant'Anna, 2019-2020

    • Updated course outline is here
    • Lecture slides on basics of regression and OLS are here

    • Examples and tutorials:

      - OLS and IV: Dataset1 (reg.dta) , Dataset2 (hsng2.dta) and DO-file
      - Binary-choice Models: Data and DO-file
      - Within-variation in multi-dimensional panels (firm exports example): Data and DO-file
      - Panel Methods: Data on Labour Supply, Data on Firm Growth and R&D and DO-file
      - Heckman solution to sample selection: Data and DO-file

    • Useful readings and materials available on the net:

      - Christopher Baum slides on Binary Choice models with endogenous regressors [PDF]
      - Lewbel et al. (2012) on Binary Choice models with endogenous regressors [PDF]
      - 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]
      - Semykina and Wooldridge on Panel Models with Endogeneity and Sample Selection [PDF]