advanced econometrics i:高级计量经济学i

advanced econometrics i:高级计量经济学i

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1、Syllabus:Economics245APage41AdvancedEconometricsIEconomics245ACourseGoals:Toprovidetraininginfrontiereconometricmethods,andtheapplicationofthesemethods,attheintersectionofcomputerscience,economics,environmentalscience,geographyandstatistics.CourseStructure:Meetings:MF12:30-1:45inNo

2、rthHall2113CourseBegins:MondaySeptember30CourseConcludes:FridayDecember6ResearchTopicPaperDue:FridayDecember6Requirements:JournalArticlePresentations(40%):Youwillbeaskedtoreportonjournalarticles.Yourreportshouldstatethemaingoalsofthepaper,summarizehowthegoalsareachieved,offeracriti

3、queandproposeextensions.Youwillpresenteachreportinanassigned30minuteclassslotandturninawrittenreport(essentiallyasummaryandcritique)of5pages,dueoneweekafteryourpresentation.ResearchTopicPresentations(60%):Youwillbeaskedtotakechargeofaresearchtopic.Indoingso,youwillreadanumberofpape

4、rsonthetopicandpreparea15pagepaper.Inadditiontoasynthesisofcurrentknowledge,yourpapershouldproposeanddiscussresearchquestionsthatadvancetopicknowledge.Youwillpresentyourpaperinanassignedclassslotof40minutes(reducedfrom75minutesduetoincreasedenrollment).YourpaperisduebynoononFridayo

5、fthelastweekofclass.Readings:Asuitablelibraryforbackgroundreadingonthetopicsincludes,inadditiontothetextsbyHayashiandRuud:J.AngristandJ.Pishcke,MostlyHarmlessEconometrics.Princeton,2009.J.Wooldridge,EconometricAnalysisofCrossSectionandPanelData.MIT,2002.Accesstoarticles:Mostarticle

6、sareavailablethroughlibrary.Toaccessreadingsthroughthislinkwhenawayfromcampus,refertoconfiguretoconfigureyourcomputer.Articlesnot(yet)publishedinjournalsindexedbythelibraryareaccessibledirectlyfromthissyllabusviaauthorlinks.Area1:CredibleInferenceinLinearModelsSyllabus:Economics245

7、APage41Topic1-1CredibleInferenceLaLonde,R.1986“EvaluatingtheEconometricEvaluationsofTrainingProgramswithExperimentalData”AmericanEconomicReview76,604-620.Holland,P.1991“StatisticsandCausalInference”JournaloftheAmericanStatisticalAssociation81,945-960.Freedman,D.1991“StatisticalMode

8、lsandShoeLeather”Sociologi

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