UsefulLinks
Economics
Foundational Economics
Econometrics
1. Introduction to Econometrics
2. Review of Probability and Statistics
3. The Simple Linear Regression Model
4. The Multiple Linear Regression Model
5. Model Specification and Functional Forms
6. Qualitative Information and Dummy Variables
7. Violations of Classical Assumptions
8. Endogeneity and Instrumental Variables
9. Model Selection and Specification Testing
10. Limited Dependent Variable Models
11. Time Series Econometrics
12. Panel Data Econometrics
13. Causal Inference and Program Evaluation
14. Advanced Econometric Topics
15. Computational Econometrics
14.
Advanced Econometric Topics
14.1.
Nonparametric and Semiparametric Methods
14.1.1.
Kernel Regression
14.1.2.
Local Polynomial Regression
14.1.3.
Partially Linear Models
14.1.4.
Single Index Models
14.2.
Quantile Regression
14.2.1.
Motivation and Interpretation
14.2.2.
Estimation Methods
14.2.3.
Inference and Testing
14.3.
Spatial Econometrics
14.3.1.
Spatial Dependence
14.3.2.
Spatial Lag Models
14.3.3.
Spatial Error Models
14.3.4.
Estimation Methods
14.4.
Treatment of Measurement Error
14.4.1.
Classical Measurement Error
14.4.2.
Consequences for OLS
14.4.3.
Instrumental Variables Solutions
14.4.4.
Multiple Indicator Models
14.5.
Bootstrap Methods
14.5.1.
Bootstrap Principle
14.5.2.
Parametric vs. Nonparametric Bootstrap
14.5.3.
Bootstrap Confidence Intervals
14.5.4.
Bootstrap Hypothesis Tests
14.6.
Bayesian Econometrics
14.6.1.
Bayesian vs. Frequentist Approaches
14.6.2.
Prior and Posterior Distributions
14.6.3.
Markov Chain Monte Carlo Methods
14.6.4.
Model Selection and Averaging
Previous
13. Causal Inference and Program Evaluation
Go to top
Next
15. Computational Econometrics