Econometrics II

Slides by unit

1. Unit 1 Introduction: conditional expectations and linear projections

   • Unit 1 slides59 pages Download PDF
2. Unit 2 The single-equation linear model

   • Block A. What does OLS compute?39 pages Download PDF
   • Block B. What does a coefficient mean?54 pages Download PDF
   • Block C. When is that meaning causal?69 pages Download PDF
   • Block D. How sure are we? (inference)46 pages Download PDF
   • Block E. Is OLS the best we can do?21 pages Download PDF
3. Unit 3 Instrumental variables estimation of single-equation linear models

   • Block A. The simple IV estimator43 pages Download PDF
   • Block B. Two-stage least squares42 pages Download PDF
   • Block C. The generalized method of moments35 pages Download PDF
   • Block D. Multiple indicators14 pages Download PDF
4. Unit 4 Additional single-equation topics Coming soon
5. Unit 5 Systems of equations Coming soon
6. Unit 6 Models for panel data Coming soon
7. Unit 7 Binary, multinomial and ordered responses Coming soon
8. Unit 8 Tobit and selection models Coming soon