Notes

1. Nonlinear Least Squares (first 2 pages only)
2. Panel Data
• part 1
• part 2
• Stata output
• LM and Hausman test output
3. Instrumental Variables
• part 1
• part 2
• part 3
• part 4
• Kennedy on properties of IV estimators
• Stata Example
4. Binary Choice
• Stata output 
• More output
• Some sample code
5. Multiple Choice models
• mlogit
• Stata .do file and output for Conditional Logit and nested logit
• Ordered Probit in Stata
6. Limited Dependent Variables
• Tobit, etc.