Introduction

This is the online course page of Advanced Econometrics III, a full English course for PHD students.

Instructor: Hu Huaping (Kevin Hu)

Teaching hours: 12

Main Contents: Simultaneous Equations Model （SEM）

• Chapter 17. Endogeneity and Instrumental Variables

• Chapter 18. Why Should We Concern SEM ?

• Chapter 19. What is the Identification Problem ?

• Chapter 20. How to Estimate SEM ?

Notion:

• This site is generated by R package blogdown and hosted on github.com, which can be developed iteratively.

• All slides are writed by using Rmarkdown, and then rended by using R package Xaringan.

• As long as your device has access to the Internet world, you can see all my materials such as course slides, pdf files, datasets, codes and so on(chrome or Edge is recommended).