47-812 Econometrics II

 

Robert A. Miller  ramiller@cmu.edu

 

 

 

 

 

INTRODUCTION TO STRUCTURAL MODELS

 

Syllabus

Assignment 1

Assignment 2

Assignment 3

Final Examination

 

 

Introduction to Dynamic Discrete Choice Models

Job Matching with Bayesian Learning

Continuous Choices in Competitive Equilibrium

Limit Order Markets

Pure Moral Hazard

 

 

 

ESTIMATORS

 

Linear Estimators

Nonlinear Parametric Estimators

Nonparametric Estimators

Semipametric Estimators

 

 

 

 

ASYMPTOTIC THEORY FOR NONLINEAR MODELS

 

Probability and Convergence

Law of Large Numbers and Central Limit Theorems

Asymptotic Distribution of Nonlinear Estimators

Efficiency

Hypothesis Tests