"Applied Econometrics" - Scuola Sant'Anna, 2025-2026

    • Updated SYLLABUS is here

    • 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]

    • Course materials:
      - Lecture slides on basics of regression and OLS are here