Notes

1. Tests in CLRM
2. GLS
3. Panel Models
   
• Panel Intro
• Fixed Effects
• Random Effects
• Usage, Tests, Clusters
• Various Models
• Stata example do-file and output. 
  
4. Instrumental Variables
• IV overview
• Generalized IV
• Tests, etc.
• Computing and properties
• Kennedy on IV
• Stata
  
• Stata Output
• Program
• More output
  
• Notes on testing from gretl manual
• Cragg-Donald F and LIML
  
5. Exam I (October 6th)
6. Maximum Likelihood
• MLE Introduction
• MLE Theory
• MLE Computation
• MLE Tests (New Version)
• Harvey Model
7. Binary Choice
• Part 1 version 1 and version 2
• Part 2 version 1 and class version
• Part 3 Davidson and MacKinnon's paper on specification tests
  
• Linear Probability and Specification Issues
• Other Models
• A few Stata hints
• Probit Homework code
  
8. Exam 2
9. Bivariate Probit and Stata examples
10. Conditional Logit intro and MNL.
    
• MNL do-file
• MNL in Stata
• Conditional Logit in Stata
• IIA and Nested Logit  and some output
11. Multimomial Probit and Mixed Logit
12. Ordered Probit