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This course presents micro-econometric models, including large
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English
English [CC]
FREE
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Description
sample theory for estimation and hypothesis testing, generalized method of moments (GMM), estimation of censored and truncated specifications, quantile regression, structural estimation, nonparametric and semiparametric estimation, treatment effects, panel data, bootstrapping, simulation methods, and Bayesian methods. The methods are illustrated with economic applications.
Course content
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- Basic overview of some principal methods Unlimited
- Consistency for extremum estimators Unlimited
- Asymptotic distribution of extremum estimators Unlimited
- Asymptotic distribution of GMM/nonlinear instrumental variables (IV) Unlimited
- Two-step estimators, efficiency, one-step estimators Unlimited
- Bootstrap and finite sample inference Unlimited
- Consistency and accuracy of bootstrap Unlimited
- An introduction to quantile methods Unlimited
- Quantile methods 2: equivariance, GMM for quantiles, endogenous models, empirical examples Unlimited
- Bayesian and quasi-Bayesian methods Unlimited
- Set estimation and inference in moment condition models Unlimited
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- Generalized method of moments notes Unlimited
- GMM estimation and testing slides Unlimited
- GMM estimation and testing II slides Unlimited
- Nonparametric and semiparametric estimation notes Unlimited
- Nonparametric regression slides Unlimited
- Locally linear regression notes Unlimited
- Nonparametric and semiparametric estimation notes Unlimited
- Semiparametric models and estimators slides Unlimited
- Treatment effects notes Unlimited
- Treatment effects I slides Unlimited
- Treatment effects II slides Unlimited
- Nonlinear panel data slides Unlimited
- Demand estimation with imperfect competition slides Unlimited
Instructor
Massachusetts Institute of Technology
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