Lecture Advanced Econometrics
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Lecture "Advanced Econometrics (Part II) - Chapter 13: Generalized method of moments (GMM)" presentation of content: Orthogonality condition, method of moments, generalized method of moments, GMM and other estimators in the linear models, the advantages of GMM estimator, GMM estimation procedure.
9p nghe123 06-05-2016 87 5 Download
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Lecture "Advanced Econometrics (Part II) - Chapter 3: Discrete choice analysis - Binary outcome models" presentation of content: Discrete choice model, basic types of discrete values, the probability models, estimation and inference in binary choice model, binary choice models for panel data.
18p nghe123 06-05-2016 63 6 Download
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Lecture "Advanced Econometrics (Part II) - Chapter 2: Hypothesis testing" presentation of content: Maximum likelihood estimators, wald test, likelihood ratio test, lagrange multiplier test, application of tests procedures to linear models, hausman specification test, power and size of tests.
7p nghe123 06-05-2016 55 3 Download
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Lecture "Advanced Econometrics (Part II) - Chapter 1: Review of least squares & likelihood methods" presentation of content: Least quares methods, maximum likelihood estimation.
6p nghe123 06-05-2016 65 2 Download
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Lecture "Advanced Econometrics (Part II) - Chapter 5: Limited dependent variable models - Truncation, censoring (tobit) and sample selection" presentation of content: Truncation, censored data, some issues in specification, sample selection model, regression analysis of treatment effects.
13p nghe123 06-05-2016 62 4 Download
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Lecture "Advanced Econometrics (Part II) - Chapter 4: Discrete choice analysis - Multinomial models" presentation of content: The multinomial logit model, conditional logit model, mixed logit mode, independence of irrelevant alternatives, nested logit model, multinomial probit model.
13p nghe123 06-05-2016 74 3 Download
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Lecture "Advanced Econometrics (Part II) - Chapter 6: Models for count data" presentation of content: Poisson regression model, goodness of fit, overdispersion, negative binomial regression model, too many zeros data.
7p nghe123 06-05-2016 80 3 Download
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Unemployment (or joblessness), as defined by the International Labour Organization, occurs when people are without jobs and they have actively sought work within the past four weeks.[1] The unemployment rate is a measure of the prevalence of unemployment and it is calculated as a percentage by dividing the number of unemployed individuals by all individuals currently in the labor force. During periods of recession, an economy usually experiences a relatively high unemployment rate.
20p nhatro75 09-07-2012 86 5 Download