CERGE-EI Lecture Notes No. 4
Econometrics IV. (updated version)
by Stepan Jurajda, Prague, December 2005
Preamble
These lecture notes were written for a 2nd-year Ph.D. course in econometrics of panel data and limited-dependent-variable-models. The primary goal of the course is to introduce tools necessary to understand and implement empirical studies in economics focusing on other than time-series issues. The main emphasis of the course is twofold: (i) to extend regression models in the context of cross-section and panel data analysis, (ii) to focus on situations where linear regression models are not appropriate and to study alternative methods. Examples from applied work will be used to illustrate the discussed methods. Note that the course covers much of the work of the Nobel prize laureates for 2000.

CERGE-EI Lecture Notes No. 3
Econometrics of Panel Data and Limited Dependent Variable Models
by Stepan Jurajda, Prague, April 2003

CERGE-EI Lecture Notes No. 2
Economics of Transition
by Gerard Roland, Prague 1999
The textbook is available at the CERGE-EI Library.

CERGE-EI Lecture Notes No. 1
A Cook-Book of Mathematics
by Viatcheslav Vinogradov, Prague 1999
Note from the author:
This textbook is based on an extended collection of handouts I distributed to the graduate students in Economics attending my summer mathematics class at the Center for Economic Research and Graduate Education (CERGE) at Charles University in Prague.