- Refresher and further study of linear panel data models with large N and fixed T: strong and weak exogeneity, state dependence, properties and specification of correlated random effects models, clustering and quasi maximum likelihood approach.
- Non-linear panel data models for large N and fixed T: focus on binary choice models (logit, probit), incidental parameters, estimation of parameters of interest (index and average marginal effects), sufficient statistics approach and (quasi) maximum likelihood.
- Duration Model: Discrete and continuous time duration models including the analysis of competing risks, mixed proportional hazard rate models and timing of events models.
- Wooldridge : Econometric Analysis of Cross Section and Panel Data, second edition (mainly chapters 10, 11, 13, 15 and 22).
- Lancaster (1990): The Econometric Analysis of Transition Data
- Cameron and Trivedi (2005): Microeconometrics, Methods and Applications, Chapters 17,18,19.