ECON 8110
Econometrics I
Spring 2009
Course
 Outline

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1. Cross-Section Regression: Review and Extensions

1.1. Ordinary Least Squares
1.2. Instrumental Variables
1.3  Generated Regressors

2. Multivariate Cross-Section Models

2.1. SUR Models
2.2  GMM Estimation of Linear Systems
2.3. Simultaneous Equations Models

3. Estimation of Linear Regression Models with Panel Data

3.1. Models with Strict Exogeneity
3.2. Models without Strict Exogeneity

4. Treatment Effects and Program Evaluation

4.1. Difference in Differences
4.2. Regression Discontinuity Design
4.3  Matching
4.4  Heterogeneous Treatment Effects