高级计量经济学

Cross-Sectional Data & Regression

Lecture Slides

1. Lecture 1 & 2: Cross-Sectional Data
2. Lecture 3: Cross-Sectional Regression

Reading

• Hamermesh, D. S., & Biddle, J. E. (1993). Beauty and the labor market (No. w4518). National Bureau of Economic Research.
• Krueger, A. B. (1993). How computers have changed the wage structure: evidence from microdata, 1984–1989. The Quarterly Journal of Economics, 108(1), 33-60.
• Mroz, T. A. (1987). The sensitivity of an empirical model of married women’s hours of work to economic and statistical assumptions. Econometrica: Journal of the Econometric Society, 765-799.

---

Panel Data: Dynamic Panel Data

Lecture Slides

1. Lectures 4: Dynamic Panel Data

Reading

• Acemoglu, D., Johnson, S., Robinson, J. A., & Yared, P. (2008). Income and democracy. American Economic Review, 98(3), 808-42. Data.
• Ahn, S. C., & Schmidt, P. (1995). Efficient estimation of models for dynamic panel data. Journal of econometrics, 68(1), 5-27.
• Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The review of economic studies, 58(2), 277-297.
• Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of econometrics, 87(1), 115-143.
• Bond, S. R. (2002). Dynamic panel data models: a guide to micro data methods and practice. Portuguese economic journal, 1(2), 141-162.
• Huang, B. N., Hwang, M. J., & Yang, C. W. (2008). Causal relationship between energy consumption and GDP growth revisited: a dynamic panel data approach. Ecological economics, 67(1), 41-54.
• Judson, R. A., & Owen, A. L. (1999). Estimating dynamic panel data models: a guide for macroeconomists. Economics letters, 65(1), 9-15.
• Sequeira, T. N., & Maçãs Nunes, P. (2008). Does tourism influence economic growth? A dynamic panel data approach. Applied Economics, 40(18), 2431-2441.
• Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of econometrics, 126(1), 25-51.