Microeconometrics

This course covers two major topics in microeconometrics: panel data and limited dependent
variables. The panel data section explores various models, including basic linear models, fixed vs.
random effects, dynamic models, and GMM methods, along with techniques for estimating causal
effects like TWFE, DID, and synthetic controls. The limited dependent variables section introduces
maximum likelihood estimation and covers binary models (Probit, Logit), discrete choice models,
and censored/truncated models such as Tobit and sample selection models like the Heckman selection
model. Finally, it discusses duration models, focusing on hazard functions and likelihood estimation
for censored data.