Kinh tế lượng dành cho NCS - 2024

Thời gian: 13h00 - 16h30 chiều thứ Bảy, từ 09/03/2024 đến 25/05/2024
Địa điểm: Phòng A319, cơ sở A - Đại học Kinh tế TP.HCM, số 59c Nguyễn Đình Chiểu, Quận 3

GIỚI THIỆU CHUNG

Greene, W. H., (2003). Econometric Analysis. W. Greene. Fifth edition. Pearson Education. (link)
Wooldridge, J. M. (2012). Introductory Econometrics: a modern approach. 5th. CENGAGE Learning, Canada. (link)
Hill, R. C., Griffiths, W. E., & Lim, G. C. (2018). Principles of econometrics. John Wiley & Sons.(link)
Adkins, L. C. (2011). Using Stata for principles of econometrics. John Wiley & Sons. (link)

HỒI QUY VỚI DỮ LIỆU BẢNG

Wooldridge, J. M. (2010). Econometric analysis of cross section and panel data. MIT press. (link)
Hsiao, C. (2003). Analysis of panel data (No. 64). Cambridge university press. (link)

HỒI QUY VỚI CHUỖI THỜI GIAN

Brooks, C. (2019). Introductory econometrics for finance. 2th. Cambridge university press. (link)
Schopohl, L., Wichmann, R., & Brooks, C. (2019). Stata Guide to Accompany Introductory Econometrics for Finance. (link)
Enders, W. (2008). Applied econometric time series. John Wiley & Sons. (link)

HỒI QUY VỚI BIẾN PHỤ THUỘC BỊ GIỚI HẠN

Long, J. S., & Freese, J. (2006). Regression models for categorical dependent variables using Stata (Vol. 7). Stata press. (link)

HỒI QUY VỚI DỮ LIỆU CHÉO

Levitt, S. D. (2008). Evidence that seat belts are as effective as child safety seats in preventing death for children aged two and up. The Review of Economics and Statistics, 90(1), 158-163. (link)
Yang, D. (2008). International migration, remittances and household investment: Evidence from Philippine migrants’ exchange rate shocks. The Economic Journal, 118(528), 591-630. (link)
Bertrand, M., Djankov, S., Hanna, R., & Mullainathan, S. (2007). Obtaining a driver's license in India: an experimental approach to studying corruption. The Quarterly Journal of Economics, 122(4), 1639-1676. (link)
Bertrand, M., & Mullainathan, S. (2004). Are Emily and Greg more employable than Lakisha and Jamal? A field experiment on labor market discrimination. American economic review, 94(4), 991-1013. (link)
Pritchett, L. (2001). Where has all the education gone?. The world bank economic review, 15(3), 367-391. (link)
Acemoglu, D., Johnson, S., & Robinson, J. A. (2001). The colonial origins of comparative development: An empirical investigation. American economic review, 91(5), 1369-1401. (link)
Moulton, B. R. (1990). An illustration of a pitfall in estimating the effects of aggregate variables on micro units. The review of Economics and Statistics, 334-338. (link)

HỒI QUY VỚI DỮ LIỆU BẢNG

Vithessonthi, C., & Tongurai, J. (2015). The effect of firm size on the leverage–performance relationship during the financial crisis of 2007–2009. Journal of multinational financial management, 29, 1-29. (link)
Park, K., & Jang, S. S. (2010). Insider ownership and firm performance: An examination of restaurant firms. International Journal of Hospitality Management, 29(3), 448-458. (link)
Coricelli, F., Driffield, N., Pal, S., & Roland, I. (2012). When does leverage hurt productivity growth? A firm-level analysis. Journal of international Money and Finance, 31(6), 1674-1694. (link)
Matemilola, B. T., Bany-Ariffin, A. N., & Azman-Saini, W. N. W. (2013). Impact of leverage and managerial skills on shareholders’ return. Procedia Economics and Finance, 7, 103-115. (link)
Huynh, K. P., & Petrunia, R. J. (2010). Age effects, leverage and firm growth. Journal of Economic Dynamics and Control, 34(5), 1003-1013. (link)

Trang giới thiệu về phân tích dữ liệu của trường Princeton (link)
Hướng dẫn sử dụng Stata trực tuyến của trường Princeton (link)
"Econometrics Academy" by MIT OpenCourseWare - Khóa học miễn phí về Kinh tế lượng của MIT (link)
Introduction to Econometrics with R (link)

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