• Microeconometrics and Panel Data
  • 1. Limited-Dependent and Qualitative Dependent Variables
    • 1.1 Probit, Logit and Tobit
    • 1.2 Single Index Models
    • 1.3 Average Derivatives
    • 1.4 Average Derivative Estimation
    • 1.5 Weighted Average Derivative Estimation
    • 1.6 Average Derivatives and Discrete Variables
    • 1.7 Parametric versus Semiparametric Single Index Models
  • 2. Multiple Index Models
    • 2.1 Sliced Inverse Regression
    • 2.2 Testing Parametric Multiple Index Models
  • 3. Self-Selection Models
    • 3.1 Parametric Model
    • 3.2 Semiparametric Model
  • 4. Panel Data Analysis
    • 4.1 The Data Set
    • 4.2 Time Effects
    • 4.3 Model Specification
    • 4.4 Estimation
    • 4.5 An Example
  • 5. Dynamic Panel Data Models
  • 6. Unit Root Tests for Panel Data
  • Bibliography