ECON 407 Course Notes

Course Notes for Cross Section Econometrics

(ECON 407 / PUBP 615)

Rob Hicks

These notes draw heavily from texts by Green and Wooldridge. They are my personal synthesis of these texts, are not being represented as my original work, and are intended to augment my class lectures.

Ordinary Least Squares and Endogeneity

  1. Ordinary Least Squares
  2. Endogeneity

Panel Data Models

  1. Introduction to Panel Data Models
  2. Random Effects
  3. Fixed Effects
  4. Policy Evaluation - See Presentation

Maximum Likelihood

  1. Estimation by Maximum Likelihood
Limited Dependent Variable Models
  1. Models for Discrete Binary Outcomes - See Presentation
  2. Models for Discrete Multinomial Outcomes - See Presentation
  3. Truncation, Censoring and Sample Selection - See Presentation
  4. Models for Count Data - See Presentation
  5. Models for Duration Data - See Presentation

Advanced Topics

  1. The Bootstrap
  2. Simulation Postestimation
  3. Data Generation Processes
  4. Estimation Paradigms


  1. Linear Algebra Primer
  2. Stata Primer
  3. R Primer