4.Tobit-ModelUniversity of Freiburg WS 20072008Alexander SpermannTobit-Model1The Tobit - ModelAn exampleWooldridge (2003) Introductory Econometrics 2nd edition Chap.17.2Other: Wooldridge (2002): Eco

Part 14: Generalized Regression14-??59Econometrics IProfessor William GreeneStern School of BusinessDepartment of EconomicsKrinsky and Robb standard error for a nonlinear functionEconometrics IPart

单击此处编辑母版标题样式单击此处编辑母版文本样式第二级第三级第四级第五级An Overview of Regression AnalysisStudenmund and Cassidy Chapter 111.1 What is EconometricsEconometrics literally economic measurement is the quantitative measureme

Part 21: Generalized Method of Moments21-??67Econometrics IProfessor William GreeneStern School of BusinessDepartment of EconomicsEconometrics IPart 21 – GeneralizedMethod of MomentsI also have a qu

Econometric Analysis of Panel DataRandom RegressorsPooled (Constant Effects) ModelInstrumental VariablesFixed Effects ModelRandom Effects ModelHausman-Taylor EstimatorRandom RegressorsPooled (Consta

5302010??VAR ModelsYankun Wang Cornell University Oct 2009What is VARA var (p) model is: with andOriginally proposed by Sims (1980)Efficient way of summarizing information contained i

Econometric Analysis of Panel DataLagged Dependent VariablesPooled (Constant Effects) ModelFixed Effects ModelRandom Effects ModelFirst Difference ModelArellano-Bond EstimatorLagged Dependent Variab