STRUCTURAL ECONOMETRICS

LECTURES AND ASSIGNMENTS

 

All Sessions Run from 1:25 pm to 3:15 pm Pittsburgh time

 

Robert A. Miller  ramiller@cmu.edu

 

 

 

SCHEDULE

 

INTRODUCTION TO STRUCTURAL MODELS

ASSIGNMENT MATERIAL

VIDEO RECORDING

Saturday October 16

Sunday October 17

Saturday October 23

Sunday October 24

1 Overview

2 Job Matching and Turnover

3 Continuous Choices in Competitive Equilibrium

4. Human Capital and Durable Goods

 

1 Baysian Learning

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@

 

 

SMOOTHING THE DATA

 

 

 

Saturday October 30

Sunday October 31

Saturday November 6

5 Linear Models

6 Nonlinear Parametric Estimators

7 Nonparametric Methods

3 Linear Estimators

 

Linear Models, Passcode: 1c12V#AT

Nonlinear Parametric Estimators, Passcode: 2g2$Lg7r

Nonparametric Methods, Passcode: 6jd*.A.K

 

 

PROBABILITY

 

 

 

Sunday November 7

Saturday November 13

8  Probability and Convergence

9  Law of Large Numbers and Central Limit Theorems

 

4 Probability and Convergence

Probability and Convergence, Passcode: 7nzyW&!P

Law of Large Numbers and Central Limit Theorems, Passcode: mu$s7P7B

 

ASYMPTOTIC THEORY FOR NONLINEAR MODELS

 

 

 

Sunday  November 14

Saturday November 20

Sunday  November 21

 

10 Large Sample Properties of Extremum Estimators

11 Asymptotic Efficiency

12 Testing Parametric Models

 

Large Sample Properties of Extremum Estimators, Passcode: ?j15#sq+

Asymptotic Efficiency, Passcode: &8J1mL9J

Testing Parametric Models, Passcode: Of30+zi^

 

 

 

 

 

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DYNAMIC DISCRETE CHOICE

 

 

Assignment 1

 

 

 

Tuesday January 18

Thursday  January 20

Tuesday January 25

 

 

 

Thursday January 27

Tuesday February 1

Thursday February 3

Tuesday February 8

Thursday February 10

 

 

13 Conditional Independence

14 Representation and Identification

15 CCP Estimators

 

APPLICATIONS OF DYNAMIC DISCRETE CHOICE

 

16 Entry and Exit

17 Product Lifecycle

18 Product Lifecycle Continued

19 Market Microstructure

Tutorial on Assignment 2

 

 

 

 

Assignment 2

 

 

 

 

 

Conditional Independence, Passcode: cz=2LjZX

Representation and Identification, Passcode: Yi30*@4B

CCP Estimators, Passcode: VqPN5aN+

 

 

 

 

Entry and Exit, Pascode: A40^FcQP

Product Lifecycle, Pascode: QDPKf4+0

Product Lifecycle Continued, Pascode: gwQC%0yt

Market Microstructure, Pascode: .1&wNqqE

 

 

AUCTIONS

 

Assignment 3

 

Tuesday  February 15

Thursday February 17

Tuesday  February 22

 

20 Sealed Bid Auctions

21 Auction Dynamics

22 Procurement

Sealed Bid Auctions, Pascode: s7s+D33J

Auction Dynamics, Pascode:  h=r22VuZ

Auction Dynamics Continued, Pascode: &=&W16xg

 

 

OPTIMAL CONTRACTING

 

 

Thursday February 24

Friday February 25

 

23 Pure Moral Hazard

Tutorial on Assignment 3

24 Hidden Information and Moral Hazard

25 Life Cycle Career Concerns

 

Pure Moral Hazard, Pascode: &L5ykiyv

 

Lifecycle Career Concerns, Pascode: a0T#PVn%

Lifecycle Career Concerns Continued,  Pascode: ZGyPzc?9