Provide students with the basics of the econometrics of non linear models for binary, multinomial, ordered and count dependent variables as well as models for censored and truncated variables.
Course outline :
1. Introduction to non-linear models in econometrics and a brief reminder about the maximum likelihood principle.
2. Models for binary dependent variables.
- The linear probability model.
- The Logit model.
- The Probit model.
3. Models for multinomial and ordered dependent variables.
4. Models for count data.
5. Models for truncated and censored variables.