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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.