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Table Of Contents

10 Basic linear unobserved effects
10.1 Random effects
10.1.1 Test for unobserved effects
10.2 Fixed effects
10.2.1 Inferens
10.3 FD metoder
10.3.1 Inferens
10.4 Sammenligning
10.4.1 FE vs. FD
10.4.2 FE og RE – quasi time-demeaning
10.4.3 Hausman: sammenligning af RE og FE
11 More topics in linear unobserved effects
11.1 Oversigt
11.2 Sekventiel eksogenitet
11.2.1 Instrumentering
11.2.2 Contemporaneous korrelation mellem en x og u
11.3 Individual slopes
11.4 GMM tilgang
11.5 Chamberlain’s tilgang
11.6 Specielle
11.6.1 Hausman-Taylor
12 M-estimation
12.1 Setup
12.2 2-trins estimation
12.3 Konsistens og asymptotisk normalitet
12.4 Varians-estimation
12.4.1 Uden nuisance
13.1 Avar estimation
13.2 Testning
13.3 Panel
13.3.1 Unobs.eff. and strict exo
13.3.2 Lagget afh. var (y-var)
13.4 Uncond. MLE (UMLE) vs. cond. MLE (CMLE)
14 GMM
14.1 Efficiente instrumenter (§14.5.3, pp. 439-442)
14.2 Classical Minimum Distance (CMD)
15 Discrete Response Models
15.1 Linear Probability Model (LPM) – problematisk
15.2 Latent variabel model – probit og logit
15.2.1 MLE (pp. 460-461)
15.3 Tests i binary response index modeller
15.3.1 Hetsked
15.4 Reporting results
15.5 Random Utility Model
15.6 Specification issues
15.6.1 Neglected heterogeneity (c udeladt)
15.6.2 Endogen, kontinuert variabel
15.6.3 Når den endogene variabel er binær
15.6.4 Hetsked & ikke-normalitet
15.6.5 Manski’s maximum score estimator – estimation under svagere antagelser
15.7 Panel data / cluster samples
15.7.1 Pooled estimation
15.7.2 Unobserved effects probit
15.7.3 Logit: unobs eff og streng exo (FE logit, skodnavn)
15.7.4 Dynamic unobs.eff (state dependence)
15.7.5 Andet
15.8 Multinomial response
15.8.1 Multinomial logit
15.8.2 Probabilistic choice models:
15.9 Ordered response – ordered logit/probit
16 Censored regressions and corner solution models
16.1.1 Estimation
16.1.2 Quantities of interest
16.2 Neglected heterogeneity (§16.6.1)
16.3 Endogenous
16.4 Hetsked & ikke-normalitet
16.5 Estimation under svagere antagelser
16.5.1 Powel estimatoren
16.5.2 Alternativer til Tobit for Corner – ekstensiv vs. intensiv part.eff
16.6 Tobit for panel
16.6.1 Sml. med alm. tobit
16.6.2 Tobit med unobserved effects
16.6.3 Dynamic unobserved effects tobit
17 Sample selection attrition and stratified sampling
17.1 Sample selection
17.2 Simpel model
17.2.1 ML i sample selection – PMLE
17.2.2 Sammenligning: ML vs. Heckit
17.2.3 Ad 2SLS på selekteret data
17.2.4 Ad 3: Truncation (selektion på y)
17.2.5 Probit selektion – exogene variable (Heckit)
17.2.6 Probit selektion – endogene variable
17.2.7 Tobit med eksogene forklarende vars
17.2.8 Tobit med endogene forklarende vars
17.3 Paneldata: Sample selection
17.3.1 Fixed effects på ubalancerede paneler
17.3.2 Test / korrektion for sample selection bias
17.3.3 Attrition – man vælger at udgå af sample
17.3.4 Inverse probability weighting (IPW)
17.4 Non-parametric bounds
18 Treatment effects
18.1 Noten
18.1.1 Nonparam id – ignorability of treatment
18.1.2 Regressions and switching models
18.1.3 Regression discontinuity
18.1.4 Before-after
18.1.5 Selection and treatment effects
18.1.6 Estimation af ATE ved IV under antagelse af homogen treatment effect
18.1.7 Heterogene treatment effects (v0 ≠ v1)
18.1.8 LATE (local average treatment effects)
18.1.9 Essential heterogeneity and IV (sorting on the gain)
18.1.10 Sammenhæng med den simple sample selection model
18.2 Ikke-parametrisk tilgang
18.3 Mere parametrisk tilgang
18.3.1 Switching regression
18.3.2 Svagere antagelser – to ukendte g-funktioner
18.3.3 Regression disc. designs
18.4 Propensity score
18.4.1 ATE skrevet som funktion af p, som estimeres med probit
18.4.2 Regressér y på w og p-hat
18.5 Matching
18.6 IV-metoder
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Samlede eksamensnoter

Samlede eksamensnoter

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Published by: Anders Munk-Nielsen on Mar 01, 2011
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04/12/2011

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yo dudes, who's downloading this? I have more if people waaaant ;)

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