Tepper School of Business

 

 

ECONOMETRICS II

 

                                                                                                                                     

                                                                                                                                     Professor Robert A. Miller  ramiller@cmu.edu  

 

                                                                                                                                     Teaching Assistant

Minhyuk Nam minhyukn@andrew.cmu.edu

 

 

SYLLABUS

 

 

A.    INTRODUCTION TO STRUCTURAL ECONOMETRIC MODELS

 

 

Monday October 21:               Overview

 

Wednesday October 23:          Continuous Choice in Competitive Equilibrium

 

Monday October 28:               Tutorial on Assignment 1

 

Wednesday  October 30:         Job Matching and Turnover

 

Sunday November 3:               Assignment 1 is due

 

Monday November 4:             Human Capital and Durable Goods

 

Wednesday  November 6:       Tutorial on Assignment 2

 

 

B.    SMOOTHING THE DATA

 

Monday  November 11:            Linear Models

 

Wednesday  November 13:       Nonlinear Parametric Estimators

 

Sunday  November 17:             Assignment 2 due

 

Monday  November 18:           Nonparametric Methods

 

Wednesday  November 20:      Catch-up lecture

 

 

C.    PROBABILITY  

 

 

Monday  November 25:          Probability and Convergence

 

Sunday December 1:              Assignment 3 is due

 

Monday December 2:            Laws of Large Numbers and Central Limit Theorems

 

 

Friday December 13:            Final in Class Examination