Econometrics

Great thanks to Professor Yoon at KAIST

Chapter Keywords
1-1. Panel Data
& Error Component Model
#Pooled_Regression #Error_Component_Model
1-2. Fixed Effect #Within #Differenced #Between #Dummy_Variable_Regression #Hausman_test
2. Binary Choice #Probit #Logit
3. Multiple Choice #Multinomial_logit #Conditional_logit #IIA #Nested_logit #Mixed_logit #Probit #Ordered_Response
4. Censoring and Selection #Censoring #Tobit #Selection #Heckman's_model
5-1. Treatment Effects and Regression #Rubin's_causal_model #ATE #ATT #Missing_Data_Problem #Selection_bias #Endogeneity #Randomized_experiment #Unconfoundness
5-2. Conditional Expectation Function #regression_anatomy #CIA #OVB
6. Matching #strong_ignorability #regression_adjustment #IPW #counterfactual #nnmatch #PSM
7-1. Instrumental Variables
- Constant Effect
#IV #2SLS #ILS #Wald_estimator #weak_instrument
7-2. Instrumental Variables
- Hetergenous Effect
#external_validity #LATE #Exclusion_restriction #Monotonicity #complier #defier
8. Differences-in-Differences #Common_trend_assumption #Compound_effect #Ashenfelter's_dip #DDD
9. Regression Discontinuity #Sharp_RD #Fuzzy_RD #Validity_issue

최근 포스트

[Econometrics] 6. Matching

5 분 소요

#strong_ignorability #regression_adjustment #IPW #pseudo-counterfactual #nnmatch #PSM