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.
Panel Data Models
Limited Dependent Variable Models
- Models for Discrete Binary Outcomes - See Presentation
- Models for Discrete Multinomial Outcomes - See Presentation
- Truncation and Censoring (see Presentation), Heckman Sample Selection, Tobit and Heckman Application in Stata
- Models for Count Data - See Presentation
- Models for Duration Data - See Presentation