Econometrics

  1. Limited Dependent Variable Models
    1. Binary Choice Models
      1. Linear Probability Model
        1. Specification and Estimation
          1. Advantages and Limitations
            1. Heteroskedasticity Issues
            2. Probit Model
              1. Model Specification
                1. Maximum Likelihood Estimation
                  1. Interpretation of Coefficients
                    1. Marginal Effects
                    2. Logit Model
                      1. Model Specification
                        1. Odds Ratios
                          1. Comparison with Probit
                          2. Model Comparison and Selection
                            1. Likelihood Ratio Tests
                              1. Pseudo R-squared Measures
                            2. Censored and Truncated Data Models
                              1. Tobit Model
                                1. Censoring Mechanism
                                  1. Maximum Likelihood Estimation
                                    1. Marginal Effects
                                      1. Extensions
                                      2. Truncated Regression
                                        1. Truncation vs. Censoring
                                          1. Estimation Methods
                                        2. Sample Selection Models
                                          1. Heckman Selection Model
                                            1. Two-Step Estimation
                                              1. Maximum Likelihood Estimation
                                                1. Identification Issues
                                                  1. Inverse Mills Ratio
                                                2. Count Data Models
                                                  1. Poisson Regression
                                                    1. Negative Binomial Model
                                                      1. Zero-Inflated Models

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                                                    9. Model Selection and Specification Testing

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                                                    11. Time Series Econometrics