Welcome to the Econometrics II course. The first semester of 2022-I had the opportunity to teach the applied part of the course to the students of the National University of Engineering, providing support to the Professor Juan Tenorio (PhDc in Economics at Michigan University). The course consists of 9 sessions where the first 6 are taught by me and the last 3 include access to the classes of Professor Ani Katchova. The topics we cover in this course are as follows:
Lecture 1: Introduction to Applied Econometrics and Ordinary Least Squares
Lecture 2: Instrumental Variables and GMM
Lecture 3: Asymptotic theory and Instrumental Variables
Lecture 4: Laboratory of Instrumental Variables
Lecture 5: Panel Data Models: Fixed and Random Effects
Lecture 6: Logit and Probit Models
Lecture 7: Multinomial Probit and Logit Models
Lecture 8: Limited Variable Models
Lecture 9: Propensity Score Matching
I hope you enjoy this lectures 🫡.