Students will complete three problem sets throughout the semester to implement methods discussed in class and give a presentation on a paper from the reading list. This course will focus on a collection of topics in microeconometrics via lectures, notes, research papers, and problem sets. Discrete Choice Methods with Simulation (2nd edition). Semiparametric and Nonparametric Methods in Econometrics. Stochastic Limit Theory: An Introduction for Econometricians. Microeconometrics: Methods and Applications. There are no required texts for this course, however, the following texts may be useful for reference and futher reading: PrerequisitesĮconomics 87, or equivalent with instructor consent. Topics covered may include identification, discrete choice models, quantile regression, duration models, semiparametric methods, nonparametric methods, and set estimation, simulation methods, optimization methods, and estimation of structural models such as static games, single-agent dynamic discrete choice models, and dynamic discrete choice games. The main goals of this course are (1) to introduce students to a set of core methods in microeconometrics, along with the necessary computational skills to implement them, which they can apply to their own dissertation research and (2) to survey recent research which develops or applies these methods. Office hours: By appointment on Tuesdays 1:00–2:30 PM. Meeting Time: Tuesdays and Thursdays, 11:10 AM–12:30 PM.
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