STRUCTURAL ECONOMETRICS LECTURES AND ASSIGNMENTS All Sessions Run from Midday to 2:00 pm EST Pittsburgh time Robert A. Miller ramiller@cmu.edu List of Participants
SCHEDULE	INTRODUCTION TO STRUCTURAL MODELS	VIDEO	ASSIGNMENT MATERIAL
Saturday October 24 Sunday October 25 Saturday October 31 Sunday November 1 Saturday November 7	1 Dynamic Discrete Choice Models 2 Bayesian Learning 3 Complete Markets 4 Limit Order Markets 5 Pure Moral Hazard	Lecture 1 Lecture 2 – part 1, Lecture 2 – part 2 Lecture 3 Lecture 4 - 1(11/01/20), Lecture 4 - 2 (11/07/20) Lecture 5 (11/08/20)	1 Learning 2 Consumption Smoothing
	ESTIMATORS
Sunday November 8 Saturday November 14 Sunday November 15 Saturday November 21	6 Linear Estimators 7 Nonlinear Parametric Estimators 8 Nonparametric & Semipametric Estimators	Lecture 6 (11/14/20) Lecture 7 (11/15/20) Lecture 8 (11/21/20)	6 Linear Estimators
	ASYMPTOTIC THEORY FOR NONLINEAR MODELS
Sunday November 22 Saturday December 5 Sunday December 6 Saturday December 12 Sunday December 13	9 Probability and Convergence 10 Law of Large Numbers and Central Limit Theorems 11 Large Sample Properties of Extremum Estimators 12 Asymptotic Efficiency 13 Testing Parametric Models	Lecture 9 (11/22/20) Lecture 10 (12/05/20) Lecture 11 (12/06/20) Lecture 12 (12/12/20) Lecture 13 (12/13/20)	9 Probability and Convergence
Saturday January 30 Sunday January 31 Saturday February 6 Sunday February 7 Saturday February 13 Sunday February 14	DYNAMIC DISCRETE CHOICE 15 Conditional Independence 16 Representation 17 Identification 18 CCP Estimators 19 Finite Dependence 20 Unobserved Heterogeneity	Lecture 15(01/30/21) Lecture 16(01/31/21) Lecture 17(02/06/21) Lecture 18-1(02/07/21) Lecture 18-2(02/13/21), Lecture19-1(02/14/21) Lecture 19-2(02/20/21), Lecture20(02/21/21)	18 CCP Estimators 20 Unobserved Heterogeneity
Saturday February 27 Sunday February 28 Saturday March 6	AUCTIONS AND MARKET MICROSTRUCTURE 22 Sealed Bid Auctions 23 Auction Dynamics 24 Auction Dynamics Continued	Lecture 22(02/27/21) Lecture 23(02/28/21) Lecture 24(03/06/21)	23 Bidding Friction
Sunday March 7 Saturday March 13 Sunday March 14	LIFE CYCLE BEHAVIOR No Lecture 25 Life Cycle Career Concerns	Lecture 25(03/13/21) Lecture 25(03/14/21)