"Applied Econometrics" - Scuola Sant'Anna, 2025-2026
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Updated SYLLABUS is here
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Link to Cameron and Trivedi book's website is here
- Some further 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]
- David Roodman on panel-GMM theory and implementation of XTABOND2 in Stata [PDF]
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Course materials:
- Lecture slides on basics of regression and OLS are here