A. Colin Cameron, University of California - Davis

MATERIALS FOR BGPE COURSE JULY 2011


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