TOPIC |
LECTURE
NOTES |
DATA |
STATA
PROGRAM |
STATA
OUTPUT |
1A. OLS and GLS |
bgpev2_olsgls.pdf |
mus10data.dta |
ct_olsgls.do | ct_olsgls.txt |
1B. Asymptotic theory |
bgpev2_asymptotic.pdf | none |
ct_asymptotic.do | ct_asymptotic.txt |
2A. IV, 2SLS and GMM |
bgpev2_ivgmm.pdf | mus06data.dta | ct_ivgmm.do | ct_ivgmm.txt |
3A. Linear Panel data | bgpev2_panel.pdf | mus08psidextract.dta | ct_panel.do | ct_panel.txt |
3B. Nonparametric and bootstrap |
bgpev2_nonparboot.pdf |
nonparametric.dta bootdata.dta |
ct_nonparametric.do | ct_nonparametric.txt |
4. Nonlinear regression |
bgpev2_nonlinear.pdf |
mus10data.dta | ct_nonlinear.do | ct_nonlinear.txt |
3. Limited Dependent Variables | bgpev2_ldv.pdf | mus14data.dta mus15data.dta mus16data.dta |
ct_ldv.do | ct_ldv.txt |
A. Colin Cameron / University of California - Davis / http://cameron.econ.ucdavis.edu