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ECONOMETRICS
II
Professor Robert A.
Miller ramiller@cmu.edu
Teaching Assistants Hoang-Anh Nguyen hoangann@andrew.cmu.edu Yizhen Xi yizhenxi@andrew.cmu.edu |
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A.
INTRODUCTION TO STRUCTURAL ECONOMETRIC MODELS Monday
October 23:
Overview Wednesday October 25: Job Matching and Turnover Monday
October 30
Continuous
Choice in Competitive Equilibrium Wednesday
November 1: Human Capital and
Durable Goods Monday
November 6:
Assignment 1 is due B. SMOOTHING THE
DATA Monday November 6:
Linear Models Wednesday
November 8: Nonlinear Parametric
Estimators Monday
November 13:
Nonparametric Methods C. PROBABILITY Wednesday
November 15: Probability and Convergence Friday
November 17
Assignment 2
is due Friday November 17:
Laws of Large Numbers and Central Limit Theorems Monday
November 20:
NO CLASS Sunday
November 26
Assignment
3 is due D. ASYMPTOTIC
THEORY FOR PARAMETRIC MODELS Monday November 27:
Large Sample
Properties of Extremum Estimators Wednesday
November 29: Asymptotic
Efficiency Monday December 4:
Testing Parametric Models Wednesday
December 6:
Review Monday
December 11:
Final in Class Examination Wednesday
December 13: Assignment 4
is due |
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