This page contains an outline of the topics, content, and assignments for the course. Note that this schedule will be updated as the semester progresses, with all changes documented here.
| 1 |
21-Jan |
I. Estimation Methods: Maximum Likelihood |
Hansen, Prob. & Stat. for Econ., 10.1-10.19 |
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| 1 |
23-Jan |
I. Estimation Methods: Binary Choice Models |
Hansen 25.1-25.9 |
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| 2 |
26-Jan |
I. Estimation Methods: Generalized Method of Moments |
Hansen, 13.1-13.27 |
Problem Set 1 Assigned |
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| 2 |
28-Jan |
II. Multinomial and Ordered Logits and Probits |
Hansen, 26.1-26.10 |
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| 2 |
30-Jan |
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Review: MLE; Probit/Logit
Coding: MLE; Probit/Logit |
| 3 |
2-Feb |
II. Censoring and Selection Models |
Hansen, 27.1-27.11 |
Problem Set 2 Assigned |
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| 3 |
4-Feb |
III. Nonparametric Density Estimation |
Hansen, Prob. & Stat. for Econ., 17.1-17.15 |
Problem Set 1 Due |
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| 3 |
6-Feb |
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Review: GMM; Multinomial
Coding: GMM; Multinomial |
| 4 |
9-Feb |
III. Nonparametric Regression |
Hansen, 19.1-19.25 |
Problem Set 3 Assigned |
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| 4 |
11-Feb |
IV. Time Series Econometrics Part 1 |
Hansen, 14.1-14.9 |
Problem Set 2 Due |
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| 4 |
13-Feb |
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Review: Censoring/Selection; Nonparametric
Coding: Censoring/Selection; Nonparametric |
| 5 |
16-Feb |
IV. Time Series Econometrics Part 2 |
Hansen, 14.10-14.18 |
Problem Set 4 Assigned |
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| 5 |
18-Feb |
IV. Time Series Econometrics Part 3 |
Hansen, 14.19-12.29 |
Problem Set 3 Due |
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| 5 |
20-Feb |
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Review: Time Series
Coding: Time Series |
| 6 |
23-Feb |
IV. Time Series Econometrics Part 4 |
Hansen, 14.30-14.43 |
Problem Set 5 Assigned |
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| 6 |
25-Feb |
V. Instrumental Variables for Panel Data, Dynamic Panel Models |
Hansen, 17.28-17.33, 17.36-17.42 |
Problem Set 4 Assigned Due |
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| 6 |
27-Feb |
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Review: Panel IV
Coding: Panel IV |
| 7 |
2-Mar |
VI. Machine Learning: Introduction, Ridge Regression and Lasso |
Hansen, 29.1-29.11 |
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| 7 |
4-Mar |
VI. Machine Learning: More on Lasso, Regression Trees, Random Forests |
Hansen, 29.12-29.21 |
Problem Set 5 Due |
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| 7 |
6-Mar |
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Exam Review |
| 8 |
9-Mar |
Spring Break |
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| 9 |
16-Mar |
Final Exam |
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