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