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 



SCHEDULE 

ASSIGNMENT MATERIAL 
VIDEO RECORDING 

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@ 






Wedneday November 9 Monday November 14 Wednesday November 16 

Linear Models, Passcode: 1c12V#AT Nonlinear Parametric Estimators, Passcode: 2g2$Lg7r Nonparametric Methods, Passcode: 6jd*.A.K 






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 


ASYMPTOTIC THEORY FOR NONLINEAR MODELS 



Wednesday November 30 Friday December 2 Friday December 9 
10 Large Sample Properties of Extremum Estimators 14 Final in Class Examination 

Large Sample Properties of Extremum Estimators, Passcode: ?j15#sq+ Asymptotic Efficiency, Passcode: &8J1mL9J Testing Parametric Models, Passcode:
Of30+zi^ 





