计量经济学 II - Econometrics II.
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计量经济学 II - Econometrics II.

There are total seven topics covered in this course. Topics and corresponding key words are shown in following table.
Topics
Keywords
Review of Econometrics I
OLS, GLS, Hypothesis Testing
Endogeneity
Sources and solutions of endogeneity, Influence of endogeneity
Instrumental Variables Regression
IV, 2SLS, Weak IV, Rank Condition, Matrix Form
Binary Dependent Variable
LPM, Probit, Logit, PEA, APE
Panel Data Models
Chow Test, DID, Pooled OLS, FD, FE, RE, Clustered SE, Hausman Test
Time Series Analysis
OLS in Matrix Form
 
 
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Homework 1
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Homework 2