Ingmar R. Prucha
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Short Bio
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Vita
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Research
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Teaching
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Econometric Workshop
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Econ 722: Econometrics IV, Part II
Syllabus
Handouts
Handout 1: Nonparametric and Semiparametric Methods
Handout 2: Spatial/Cross Sectional Interaction Models
Handout 3: LAD and Quantile Regressions
Handout 4: Dynamic Panel Data Models
Handout 5: Weak Instruments
Supplementary Material to Handout 2
Review of Asymptotic Normality of ML and GMM
Talk on GS2SLS with Homoskedastic Errors
Talk on GS2SLS with Heteroskedastic Errors
Review Article on Spatial Econometrics by Anselin
Problem Sets
Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Problem Set 5
Problem Set 6
Announcements