高级计量经济学--上海财大陈亮老师主讲，讲义是英文的

参考书：
[1]Econometric Analysis of Cross Section and Panel Data，by Jeffrey M.Wooldrige.l
[2]Econometrics，by Fumio Hayashi.

课客内容：
PART I：Basic Theory for Linear Models Lecture 1：OLS Basics and Finite Sample Properties Lecture 2：OLS：Asymptotic Properties and Hypothesis Testing（Chapter 4 of W）
Lecture 3：IVEstimation（Chapter 5 of W）
Lecture 4：Panel Data Models I：Random and Fixed Effects Estimation（Chapter 10 of W）
Lecture 5：Panel Data Models II：Dynamic Models Lecture 6：Review of Part I PART II：General Theory of Estimation Lecture 7：M-Estimation（Chapter 12 of W）
Lecture 8：General Methods of Moment（GMM）Estimation（Chapter 8，14 of W）
Lecture 9：Maximum Likelihood Estimation（Chapter 13 of w）
Lecture 10：Review of Part I PART IIE Nonlinear Models Lecture 11：Discrete Choice Models I（Chapter 15 of W）Lecture 12：Discrete Choice Models I（Chapter 15 of w）
Lecture 13：Sample Selection（Chapter 17 of W）
Lecture 14：Estimating Treatment Effects I（Chapter 18 of W）
Lecture 15：Estimating Treatment Effects II Lecture 16：Review of Part III


+Exam            136.0 KB
  final.pdf             92.7 KB
  solution.pdf             42.9 KB
+Note            54.5 MB
  Lecture 1 2.pdf             10.4 MB
  Lecture 11.pdf             4.7 MB
  Lecture 12.pdf             4.8 MB
  Lecture 13 14.pdf             10.1 MB
  lecture 15.pdf             4.2 MB
  Lecture 3 IV.pdf             3.8 MB
  Lecture 4 panel data .pdf             5.5 MB
  Lecture 789.pdf             11.0 MB
  lecture.m             2.6 KB
+延伸阅读            50.3 MB
  （伍德里奇）Econometric Analysis of Cross Section and Panel Data.pdf             3.7 MB
  1982 Hansen and Singleton.pdf             4.5 MB
  2009 Recent development.pdf             1.7 MB
  Detecting big structural breaks in large factor models.pdf             648.0 KB
  Econometric Analysis of Cross Section and Panel Data.pdf             3.7 MB
  Introductory_Econometrics_A_Modern_Appro....pdf             12.6 MB
  Mostly Harmless Econometrics.pdf             2.1 MB
  Recent Developments in the Econometrics of Program Evaluation.pdf             1.7 MB
  基本无害计量经济学.pdf             19.6 MB
计量经济学教学大纲.pdf            382.0 KB