Econ 6714W

Course outline:

See the additional web references on: 

1. Heteroskedastic Autocorrelation Consistent (HAC) Standard Errors. Bootstrap Methods for: Standard Errors, Testing and Regression Models.

a) NBER Summer Institute Minicourse: Heteroskedasticity and Autocorrelation Consistent Standard Errors

b) Bootstrapping Regression Models

3. Applications of GMM: Panel Data (Dynamic Panel Data) 

4. Application of Nonparametric Analysis: Program Evaluation Models

Methods for nonlinear models, Bootstrap, subsampling, and finite-sample methods, Quantile regression (QR) and distributional methods by Victor Chernozhukov and 
GMM, Nonparametric and Semiparametric estimation, Treatment Effects and Nonlinear models in panel data by Whitney K. Newey:

Slides on Implementing Propensity Score Matching Causal Analysis with Stata by Vivien W. Chen and Krissy Zeiser

Slides on Panel data methods for microeconometrics using Stata by A. Colin Cameron

Applied Categorical & Non-normal Data Analysis in STATA by Phil Ender:

STATA Notes by Oscar Torres-Reyna

Econ 5027

Course Outline

Lecture Notes are available on Carleton CU-learn

Econ 6027

Course Outline

Lecture Notes (Thanks to Sarah Mohan):

Lecture 1
Lecture 2
Lecture 4
Lecture 5
Lecture 6
Lecture 7 (GMM - Lynda)
GMM  -class notes
Lecture 8
Dynamic Panel Data
Lecture 9
Lecture 10
Lecture 11

Useful data sources:

Data useful for research (American Community Survey)

2. Web reference for duration models :

3. Web reference for nonparametrics models:

- Li & Racine Book for nonparametric regression:

- Nie, Z. and J.S. Racine (2011)The crs Package: Nonparametric Regression Splines for Continuous and Categorical Predictors

- R mini-course by Jacho-Chavez, David Tomas

- Lewbel's Lecture notes on nonparametric estimation:

4. Web references for Quantile Regression:

- Victor Chernozhukov's lecture notes on quantile methods:

5. Web references for Program Evaluation:

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