|
ECONOMETRICS
II
Professor Robert A.
Miller ramiller@cmu.edu
Teaching Assistant Minhyuk Nam minhyukn@andrew.cmu.edu |
|
A.
INTRODUCTION TO STRUCTURAL ECONOMETRIC MODELS Monday
October 20:
Continuous Choices Wednesday
October 22: Discrete Choices Thursday
October 23:
Tutorial on Assignment
1 Monday
October 27: Principal Agent Models B. SMOOTHING THE
DATA Wednesday
October 29: Linear Models Thursday
October 30:
Assignment 1 is due
Tutorial on Assignment 2 Monday November 3:
Nonlinear
Parametric Estimators Wednesday
November 5: Nonparametric Methods Thursday November 6: Assignment 2 due Tutorial on Assignment 3 C. PROBABILITY Monday November 10: Probability and Convergence Wednesday
December 12: Laws of Large Numbers and Central Limit Theorems Thursday
November 13:
Assignment 3 is due
Tutorial on Assignment
4
D. ASYMPTOTIC
THEORY FOR PARAMETRIC MODELS
Monday
November 17:
Large Sample Properties of Extremum Estimators Wednesday
November 19: Asymptotic Efficiency Thursday
November 20: Assignment
4 is due
Monday
November 24:
Hypothesis Testing E. WRAPPING
UP Monday
December 1:
Course review tutorial Wednesday
December 3: In class
examination Thursday
December 4: Tutorial on Assignment 5
Sunday
December 14:
Assignment 5 plus
examination rewrite are due |
|
|