Notes (in book form) for Econometrics III PhD Class.
Read the book.
Materials for Econometrics III PhD Class
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License: GNU General Public License v3.0
Notes (in book form) for Econometrics III PhD Class.
Read the book.
Syllabus
Class | Date | Topics to Cover | Pre-class reading | Due |
---|---|---|---|---|
1 | Tue Aug 25 | Course Intro/Productivity/Computational Tools | Julia reference slides | |
2 | Thu Aug 27 | What is structural modeling? | Lewbel paper | Reading Quiz |
3 | Tue Sep 1 | Structural modeling process | Keane YouTube talk | PS 1 |
4 | Thu Sep 3 | Random Utility Models & Logit | Train, Ch. 1-2, 3.1-3.3, 3.7-3.8 | Reading Quiz |
5 | Tue Sep 8 | Coding Day - go over PS 2 | PS 2 | |
6 | Thu Sep 10 | GEV | Train, 4.1-4.2 | Reading Quiz |
7 | Tue Sep 15 | Coding Day - go over PS 3 | PS 3 | |
8 | Thu Sep 17 | Mixed Logit, Finite mixture models, EM algorithm | Train, 6.1-6.3, Ch. 14 | Reading Quiz |
9 | Tue Sep 22 | Coding Day - go over PS 4 | PS 4 | |
10 | Thu Sep 24 | Dynamic choice models | Rust (1987) | Reading Quiz |
11 | Tue Sep 29 | Coding Day - go over PS 5 | PS 5 | |
12 | Thu Oct 1 | Estimating dynamic models without solving | Hotz & Miller (1993); Arcidiacono & Miller (2011) | Reading Quiz |
13 | Tue Oct 6 | Coding Day - go over PS 6 | PS 6 | |
14 | Thu Oct 8 | Simulated Method of Moments | ??? | Reading Quiz |
15 | Tue Oct 13 | Coding Day - go over PS 7 | PS 7 | |
16 | Thu Oct 15 | Model Fit, Counterfactuals, Model validation | ??? | Reading Quiz |
17 | Tue Oct 20 | Midterm Exam | ||
18 | Thu Oct 22 | Causal Modeling: DAGs and Potential Outcomes | Mixtape | |
19 | Tue Oct 27 | Overview of Reduced-form Causal Inference Techniques | Mixtape | Reading Quiz |
20 | Thu Oct 29 | Measurement Error & Factor Models | Cunha, Heckman & Schennach? | Reading Quiz |
21 | Tue Nov 3 | Coding Day - go over PS 8 | PS 8 | |
22 | Thu Nov 5 | Regression and Partial identification | Krauth (2016), Oster (2019) | PS 9 |
23 | Tue Nov 10 | ATE, LATE, MTE | ||
24 | Thu Nov 12 | ATE, LATE, MTE | ||
25 | Tue Nov 17 | Treatment Effect Heterogeneity | ||
26 | Thu Nov 19 | Treatment Effect Heterogeneity | ||
27 | Tue Nov 24 | Machine Learning for Causal Modeling | ||
--- | Thu Nov 26 | No class (Thanksgiving) | ||
28 | Tue Dec 1 | Matrix Completion Methods | ||
29 | Thu Dec 3 | Other Machine Learning Causal Methods | ||
30 | Tue Dec 8 | Presentations | Presentation | |
31 | Thu Dec 10 | Presentations | Presentation, Referee Report | |
--- | Mon Dec 14 | Final Exam (Referee Report due) | Research Proposal |
Intro to Structural Modeling
Programming tools
Discrete Choice Models
Estimation methods
Treatment Effects
Causality from observational data
Factor Models
Machine Learning
Other stuff?
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