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ECONOMETRICS II
Professor Robert A.
Miller ramiller@cmu.edu
Teaching Assistants Jaepil Lee jaepill@andrew.cmu.edu
Martin Michelini martinmi@andrew.cmu.edu Yizhen Xie yizhenxi@andrew.cmu.edu |
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SCHEDULE |
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ASSIGNMENT MATERIAL |
VIDEO RECORDING |
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Monday October 24 Wednesday October 26 Monday October 31 Wednesday November 2 |
2
Consumption Smoothing |
Overview Part 1, Overview Part 2 , Passcode: 2a0b=FqG Job Matching and Turnover, Passcode: Jw^7L6&W Continuous Choices in Competitive Eq, Passcode: jLpBX?=0 Human Capital and Durable Goods, Passcode: #5FVjqg@ |
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Wedneday November 9 Monday November 14 Wednesday November 16 |
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Linear Models, Passcode: 1c12V#AT Nonlinear Parametric Estimators, Passcode: 2g2$Lg7r Nonparametric Methods, Passcode: 6jd*.A.K |
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Monday November 21 Monday November 28 |
9 Law of
Large Numbers and Central Limit Theorems |
4 Probability and Convergence |
Probability and Convergence,
Passcode: 7nzyW&!P LLN and CLT, Passcode: mu$s7P7B |
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ASYMPTOTIC THEORY FOR NONLINEAR MODELS |
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Wednesday November 30 Friday December 2 Friday December 9 |
10 Large Sample Properties of Extremum Estimators 14 Final in Class Examination |
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Large Sample Properties of Extremum Estimators, Passcode: ?j15#sq+ Asymptotic Efficiency, Passcode: &8J1mL9J Testing Parametric Models, Passcode:
Of30+zi^ |
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