Empirical Methods in Applied Econometrics (ec524) --- Lent 2008

Vassilis Hajivassiliou, LSE Lent 2008

Office Hours

Administrative News

Course Emailing List

Reading List

Handouts

• Notes on Linear Panel Data Models
• Limited Dependent Variables Models, Part I
• Limited Dependent Variables Models, Part II
• Notes on Method of Simulated Scores Estimation
• A note on the Geweke-Hajivassiliou-Keane Simulator
• McFadden Notes on Simulation-Assisted Inference -- Advanced (optional) material

Theoretical Problem Sets

Computer Problem Sets

Exams

• This course is not examinable

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