Microeconometrics

In this section, we will introduce the basic concepts of microeconometrics, including the linear regression model, instrumental variable estimation, and the generalized method of moments (GMM).

It can be separated into the following parts:

Introduction to Microeconometrics
Linear Regression Model
Dynamic Panel Data Model
Spatial Econometrics
Comparison of Models and Tests
Spatial Panel Data Model
Instrumental Variable Estimation
Social Network Analysis
Generalized Method of Moments (GMM)
Restricted and Unrestricted Models
Quantile Regression
Bayesian Econometrics
Nonparametric Econometrics

This section is highly motivated by the following references: (Microeconometrics: Methods and Applications 2020) and (Cameron and Trivedi 2022).

Cameron, A. Colin, and P. K. Trivedi. 2022. Microeconometrics Using Stata. Second edition. College Station, Texas: Stata Press.

Microeconometrics: Methods and Applications. 2020. 13th printing. Cambridge: Cambridge University Press.