Colin Cameron: Microeconometrics Lecture Slides and associated programs and data

These slides for graduate-level microeconometrics come mostly from short courses. The most recent versions are provided.
For some topics, especially basic topics, the slides are fine. For some other topics the slides are quite dated.
The Stata programs and datasets used for the slides are provided in most cases. More comprehensive programs are provided at the book websites.

For each set of slides, reference is provided to the relevant parts of the following books.
MMA: A. Colin Cameron and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Pres.
MUS: A. Colin Cameron and Pravin K. Trivedi (2009, 2010), Microeconometrics using Stata, First edition and Revised First edition, Stata Press.
MUS2: A. Colin Cameron and Pravin K. Trivedi (2022), Microeconometrics using Stata, Second edition, Stata Press.

Linear Regression Basics: OLS, GLS and Wald Tests  (2013 version)

MMA 4.4-4.5, 7.2, 7.7;  MUS 3.3-3.4, 4.6, 5.2-5.3, 12.4;  MUS2 3.4-3.5, 5.6, 6.2-6.3, 11.3.
bgpev2_olsgls.pdf    ct_olsgls.do   mus10data.dta

Nonlinear Regression Basics: ML and NLS  (2013 version)
MMA 5.2-5.9, 7.2, 10,2-10.3, 10.6;  MUS 10.3, 10.6, 11.2-11.3, 12.3-12.5;  MUS2 13.2-13.4, 11.3-11.4, 14.7, 16.2-16.3.
bgpev2_nonlinear.pdf   ct_nonlinear.do   mus10data.dta

Asymptotic Theory  (2013 version)
MMA Appendix A
bgpev2_asymptotic.pdf   ct_asymptotic.do

Endogenous regressors: IV, 2SLS and GMM  (2013 version)
MMA 4.8-4.9, 6.3-6.5;  MUS 6.2-6.4;  MUS2 7.3-7.4.
bgpev2_ivgmm.pdf   ct_ivgmm.do   mus06data.dta

Linear Panel Basics: OLS, FE, RE, PA, FD for short panels  (2013 version)
MMA 21.2-21.7;  MUS 8.2-8.9;  MUS2 8.2-8.9.
cc_panel01_basics.pdf   trpanel1.do   mus08psidextract.dta

Linear Panel Extensions: IV, Arellano-Bond, Mixed linear models for short panels  (2013 version)
MMA 22.2-22.5, 22.8;  MUS 9.2-9.6;  MUS2 9.2-9.4, 6.4-6.7.
cc_panel02_more.pdf   trpanel2.do   mus08psidextract.dta   mus09vietnam_ex2.dta

 
Linear Panel: Long Panels (stationary)  (2013 version)
MUS 8.10;  MUS2 9.5
cc_panel03_long.pdf   trpanel3.do   mus08cigar.dta

 
Linear Panel: Long Panels (nonstationary), Unit Roots, Cointegration  (2013 version)
MMA 22.5.5;  MUS 8.10.7;  MUS2 9.5.9  (Most of this material does not appear in these books).
cc_panel04a_unitroottests.pdf   cc_panel04b_cointegration.pdf   trpanel4.do   pennxrate.dta   TFPdata.dta

Nonlinear Panel:  (2013 version)
MMA 23.2-23.7;  MUS 18.2-18.6;   MUS2 22.2-22.6
cc_panel05_nonlinear.pdf    trpanel5.do   mus18data.dta
 

Simulation and Monte Carlo Studies  (2017 version)
MMA 12.2-12.3, 12.8;  MUS 4.2-4.6;  MUS2 5.2-5.6.
norway03_simulation.pdf   simulation2017.do

Maximum Simulated Likelihood  (2021 version)
MMA 12.4-12 .7, 7.7;  MUS 15.7.3;  MUS2 18.7.3.
MSL_2021.pdf   MSL_2021.do

Nonparametric and Semiparametric Regression  (2019 version)
MMA 9.2-9.7;  MUS 2.6;  MUS2 2.6, 27.2-27.8.
cinch2019_nonparametric.pdf   nonparametric2019.do   nonparametric.dta

Quantile Regression  (2010 version)
MMA 4.6;  MUS 7.2-7.4;  MUS2 15.2-15.4, 25.9.
oenblectures_4Bquantile.pdf   oenb_4endog_quantile.do   nonparametric.dta

Bootstrap  (2022 version)
MMA 11.2-11.6;  MUS 13.2-13.8;  MUS2 12.2-12.9.
bootstrap_2022.pdf   bootstrap_2022.do   bootstrap.dta   mus03data.dta

MMA 14.2-14.7, 23.4;  MUS 14.2-14.9, 18.4;  MUS2 17.2-17.10, 22.4.
oenblectures_1Abinary.pdf   oenblectures_1Bbinary.pdf    oenb_1binary.do   mus14data.dta   mus18data.dta

Multinomial Outcomes  (2010 version)

MMA 15.2-15.10;  MUS 15.2-15.10;   MUS2 18.2=18.11.
oenblectures_2Amultinomial.pdf   oenblectures_2Bmultinomial.pdf   oenb_2multinomial.do   mus15data.dta   mus18data.dta

Censored Outcomes (Tobit): Basics  (2010 version)

MMA 16.2-16.6;  MUS 16.2-16.6;  MUS2 19.2-19.6.
oenblectures_5Acensored.pdf   oenb_5censored.do   mus16data.dta   mus03data.dta

Selection: Including brief review of treatment effects  (2010 version)

MMA 16.7-16.9, 25.2-25.6;  MUS 16.6; MUS2 19.6, 24.5-24.6, 25.5-25.7
oenblectures_5Bselection.pdf   oenb_5censored.do   mus16data.dta   mus03data.dta

Count Data  (2019 version)

MMA 20.2-20.5, 23.7;  MUS 17.2-17.5;  MUS2 20.2-20.7.
count2019_DAY1a_crosssection_basics.pdf   count2019_DAY1b_crosssection_inference.pdf  
count2019_DAY2_crosssection_extras.pdf   count2019_DAY3_panel.pdf  
canada2019_crosssection.do   canada2019_panel.do
mus17data.dta   mus18data.dta   musbootdata.dta   racd09data.dta

Bayesian Methods: Basics  (2022 version)
MMA 13.2.2-13.5;  MUS2 29.2-29.6.
Bayes_2021_part1.pdf   Bayes_2021_part1.do   mus229acs.dta 

MMA 13.7. 27.7-27.8;  MUS2 30.2-30.6.
Bayes_2021_part2.pdf   Bayes_2022_part2.do

Treatment Evaluation (2017 version)
This is very lengthy - 356 slides.
MMA 25.2-25.7;  MUS2 24.2-24.9, 25.5-25.7.

slides_TE_08302017_updated-Sep24.pdf

Machine Learning
See  https://cameron.econ.ucdavis.edu/e240f/machinelearning.html

A. Colin Cameron   https://cameron.econ.ucdavis.edu