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Applied Econometrics 
Econ 508 - Fall 2014

Professor: Roger Koenker 

TA: Nicolas Bottan 

Lectures

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Lecture 1
Empirical Demand Analysis
pdf 
Lecture 2
Transformations
pdf 
Lecture 2
Slides
pdf 
Lecture 3
Dynamic Demand Models
pdf 
Lecture 4
Model Selection and Fishing for Significance
pdf 
Lecture 5
Delta Method and Bootstrap
pdf 
Lecture 6
Welfare Econometrics
pdf 
Lecture 6
Appendix
pdf 
Lecture 7
Specification Testing
pdf 
Lecture 8
The Regression Fallacy
pdf 
Lecture 9
Non-Stationary Time Series
pdf 
Lecture 10
Simultaneous Equations
pdf 
Lecture 11
Errors in Variables
pdf 
Lecture 12
Dynamic SEMs
pdf 
Lecture 13
Specification Testing
pdf 
Lecture 14
System Estimation
pdf 
Lecture 15
Optimization
pdf 
Lecture 16
Quantile Regression
pdf 
Lecture 16
Slides
pdf 
Lecture 17
Panel Data
pdf 
Lecture 18
Dynamic Panels
pdf 
Lecture 19
Inequality
pdf 
Lecture 20
Binary Response
pdf 
Lecture 21
Sample Selection
pdf 
Lecture 22
Survival Analysis
pdf 
Lecture 23
Nonparametrics
pdf 
Lecture 24
Ecological Regression
pdf 
Other Notes
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