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Quantitative Research Methods: Multivariate >> Content Detail



Study Materials



Readings

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Required Texts

Amazon logo Greene, William H. Econometric Analysis. New York, NY: Prentice Hall, 1999. ISBN: 9780130132970.

Kennedy, J. A Guide to Econometrics. Malden, MA: Blackwell, 1998. ISBN: 0631200886.

Reading Assignments by Lecture

LEC #TOPICSREADINGS
Part 1: Introduction
1Problems of Measuring Effects and Causes
2Multivariate RegressionKennedy. Chapter 1 (plus).

Greene. Chapters 1, and 2.1-2.2.
Part 2: Matrix Algebra
3Matrix Algebra - Vectors and Matrices, Addition, MultiplicationGreene. Appendix A.
4Matrix Algebra - Determinants and InversesGreene. Appendix A (cont.)
5Matrix Algebra - Inverses and QuadraticsGreene. Appendix A (cont.)
6Matrix Algebra - Differentiation and OptimizationGreene. Appendix A, chapters 3.1-3.2, and 17.1-17.3.
Part 3: Regression Model
7Model and Interpretation
Projections and Partial Regression Plots

Properties: Unbiasedness and Bias
Greene. Chapter 3.3-3.6.

Greene. Chapters 4.1-4.3, 8.2, and 5.4.
8Properties of Estimates
9Variance and Confidence IntervalsGreene. Chapters 4.4-4.8.

Recommended

Appendix C.
10PredictionGreene. Chapter 6.6.
11Hypothesis Tests and Model SelectionGreene. Chapters 6, 7, and 8.
12Maximum Likelihood EstimationGreene. Chapters 5.1-5.2, and 17.1-17.4.

Recommended

Greene. Appendix D.
13Qualitative Dependent Variables: Probit and LogitGreene. Chapter 21 (skip 21.5).

Greene. Appendix E5.5, and E5.6.
14Sources of Inefficiency: Heteroskedasticity and WeightingGreene. Chapters 4.9, and 11.
15Bootstrapping and Quantile RegressionGreene. Appendix E.4, and chapter 16.3.
Part 4: Quasi-Experiments
16Panel ModelsGreene. Chapter 13.
17Panel Models (cont.)Greene. Chapter 13 (cont.)
18Instrumental VariablesGreene. Chapters 5.4-5.7.
19Instrumental Variables (cont.)Greene. Chapter 15.
20Research Design

 








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