Master ETE
Applied Econometrics
Software used : Stata 10
Slides for the course: here
Programs: program 1, program 2, program 3
Datasets: consumption, labour2, icecream, simulteq, schooling, benefits, ejc_ext
Description of "benefits" dataset: here
As for sample selection models, refer to the website of the book from Cameron & Trivedi (see bibliography):
here and refer to section 16.6 (Selection model application) for a ready-made program with data
Bibliography
- OLS and GLS course and tutorial originate from the following books:
Introduction à l'économétrie, B. Dormont,
Montchrestien
(tutorial and dataset re: "consumption")
A guide to modern econometrics, M. Verbeek, Wiley
(tutorials and datasets re: "labour2", "icecream", "schooling")
- Simultaneous equations course and tutorial originate from the following book:
Econométrie, théorie et application, V.
Mignon, Economica
(tutorial and dataset re: "simulteq")
- Binary outcome models course and tutorial originate from the following:
Microeconometrics, A.C. Cameron & P.K. Trivedi, Cambridge
(tutorial and dataset re: "benefits"))
Course of Véronique Simonnet, master ETE, 2008-9
(tutorial and dataset re: "ejc_ext")