NHH CELE August 2017: Advanced Microeconometrics
ZIPED FILE WITH ALL THE MATERIAL BELOW: Zippedslidesprogramsdata
SYLLABUS: Syllabus
SLIDES, DATASETS and STATA PROGRAMS

- Most of these lecture notes are pdf slides (single page) based initially on the books, though where relevant material is updated. :
  - A. Colin Cameron and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press.
  - A. Colin Cameron and Pravin K. Trivedi (2009), Microeconometrics using Stata, Stata Press, College Station (TX).
- For clustering see A.C. Cameron and D.L. Miller (2015) "A Practitioner's Guide to Cluster-Robust Inference." Journal of Human Resources, Spring 2015, Vol.50, No. 2, pp.317-373.
  Preprint at http://cameron.econ.ucdavis.edu/research/Cameron_Miller_JHR_2015_February.pdf
- The methods are detailed in our 2005 book: http://cameron.econ.ucdavis.edu/mmabook/mma.html
- The data applications are from our 2009, 2010 book: http://cameron.econ.ucdavis.edu/musbook/mus.html
- The programs are in Stata 14. In some places in lecture I use Stata 15. Also in programs, but commented out.
- Print the slides out 2 or 4 to a page.
- I will not have time to cover everything in each set of slides and may not cover at all maximum simulated likelihood.

STATA ADDONS REQUIRED

- Count regression: hnblogit, chi2gof, qcount
- Clustered data: xtoverid, ivreg2, and cgmreg.ado (at http://cameron.econ.ucdavis.edu/research/papers.html)
- Simulation: mixlogit
- Nonparametric and bootstrap: semipar, sls, gam

UNDER CONSTRUCTION - MATERIAL NOT YET POSTED !

TOPIC | LECTURE NOTES | DATA | STATA PROGRAM |
1. Count regression | norway01_count_part1.pdf | mus17data.dta | count2017.do |
| norway01_count_part2.pdf | mus18data.dta |  |
2. Clustered Data | norway02_cluster_part1.pdf | mus08psidextract.dta | cluster2017part1.do |
| norway02_cluster_part2.pdf | mus09vietnam_ex2.dta | cluster2017part2.do |
3. Simulation | norway03_simulation.pdf | none | simulation2017.do |
| norway03_bayes.pdf | none | bayes2017.do |
| norway03_msl.pdf | none | msl2017.do |
4.Semiparametric and bootstrap | norway04_nonparametric.pdf | nonparametric.dta | nonparametric2017.do |
| norway04_bootstrap.pdf | bootdata.dta | bootstrap2017.do |

A. Colin Cameron / UC-Davis Economics / http://cameron.econ.ucdavis.edu/