https://drive.google.com/open?id=1T0lwmM4tAOUTWERNSqt7TxBRF3RYEfki

Economics 629: Cross-Section Econometrics

Recommended Texts

• Class Notes.

• Hardle, W. Applied Nonparametric Regression. Cambridge University Press, 1989.

• Pagan, A. and A. Ullah. Nonparametric Econometrics. Cambridge University Press, 1999.

• Hsiao, Cheng. Analysis of Panel Data. Cambridge University Press, 1986.

• Maddala, G. S..Limited Dependent and Qualitative Variables in Econometrics. Cambridge University Press, 1983.

Curriculum

• Introduction

  • Review of Asymptotic Theory with homework

  • Pooling Time Series and Cross-Section Data

  • Limited Dependent Variables: Discrete Choice Models

  • Limited Dependent Variables: Censored Models

  • Survival Analysis

  • Simulation Methods

  • Structural Estimation Methods

  • Semiparametric Methods

  • Papers to discuss in class

Empirical Project

Practice Problems

Prerequisites

It will be assumed that students are comfortable with the material covered in Econ 521 and Econ 522.

Course Work and Grading

• 65% Final

• 20% Midterm

• 15% Homework

• I am willing to negotiate with individual students concerning replacing a high quality paper for a final exam.

Papers on JSTOR (zipped pdf files)

• Most of the papers on JSTOR (zipped pdf files)

• A few more might be here, here, and here.

Old exams