Advanced econometrics

Themes: 

1- Regression model review

2- Systems of equations

3- Dynamic models

4- Unit roots and cointegration

5- Discrete choice models : binomial and  multinomial choice models

References: 
  • Cameron, A. and P. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press
  • Greene, W. (2008), Econometric Analysis, 6th edition, Prentice Hall
  • Verbeck, M. (2004), A Guide to Modern Econometrics, 2nd edition, John Wiley and Sons
  • Wooldridge, J. (2003), Introductory Econometrics, Thomson
  • Train, K. (2009), Discrete choice methods with simulation, 2nd edition, Cambridge University Press
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