INTRODUCTION TO ECONOMETRICS by James Stock and Mark Watson. Study
Chapter 9 for dummy dependent variables and try exercises 9.1 through
9.4. For Instrumental Variables estimation (i.e. simultaneous
equations models), study Chatper 10. Exercises are not very useful but
try them any way.
INTRODUCTORY ECONOMETRICS by Jeffrey Wooldridge. Study Section 7.5 for
dummy dependent variable. For Logit, Probit, and Tobit modeling, check
out Chapter 17. Exercises not involving computer programs are useful.
For simultaneous equation models, Chapter 16 is the one. It has very
good exercises.
If you study these books, I would like an email from you about your honest opinion of these books. Stock/Watson is going to be the main text in 120C next quarter that Prof. Sun will be teaching. I would like your comparison of my book with the other two. If you wish to be anonymous, write it and put it in my mail box in Sequoia 245. Many thanks and good luck in the exam.
Chapter 8: Study the WLS method that is used in the linear probability
model.
Skip Chapters 9 and 10.
Chapter 12: You should be able to formulate the linear probability, probit,
and logit models.
Chapter 13: In this chapter you will be responsible for deriving reduced form,
order condition of identification, and TSLS estimation method. No LM test
or serial correlation.