Revision: methods of estimation of econometric models (OLS, GLS, IV), properties of estimators, interpretation of estimates of a linear/linearized model with the use of derivatives
Maximum likelihood; properties of the estimator; applications
Introduction into the software used during the course (Stata)
Binary choice model: LPM, logit, probit; construction (incl. utility interpretation), estimation, interpretation.
Validation of logit/probit models: McFadden R2, significance tests, AUC, Pearson chi^2 (with Hosmer-Lemeshow correction)
Applications of dummy variable models
Tobit models. COnstruction, estimation, validation
ordered probit/ordered logit; construction and estimation
Validation and application of ordered category models
Applications of ordered category models
Introduction into panel data; Mundlak's effect; pooled model; fixed effects model
Random effects model
Elements of validation of panel data models; fixed vs random effects models
Applications of panel data models
revision
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