Economics
8331 |
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TA is Xavier Bautista. His office hours are Wed 3.00-4.00 or by appt.
Xavier will lecture the first week of class.
TA Session is Friday 1.30-3.00 in 212.
Make-up classes: TBA, if needed
Midterm: Two
midterms, Wednesday Oct 4 and November 6.
NOTE: There will be weekly computer exercises using Matlab (and Stata) as part of the homeworks.
FINAL: December 5, 10am-12am in Room 212.
Notes:
The following notes may be adjusted during the semester.
Literature on clustered standard errors:
1) Moulton,
2) Bertrand, Dufflo, and Mullainathan
3) Cameron and Miller Practioner’s Guide to Cluster –Robust Inference (link to Cameron’s WEB page which has the paper as well as Stata code and datasets)
Weak Instruments :
Read the example in Davidson-MacKinnon, pp. 326-327
Know the striking example in Nelson-Starz Journal of Business (1990),
Michael Murray’s survey in Journal of Economic Perspectives 2006, (you should know the formulas on pp. 123-124 and the Stock-Yogo (2005) rule of thumb in footnote 8)
Local Average Treatment Effects (LATE):
Derivation of simplest case in my paper in Quantitative Economics
Teaching notes on Structural VARs (SVARs)
Stock and Watson JEP survey on VARs
Homework # Matlab Code Due
Homework 1 Wed August 30
Homework 2 MainHW2 Wed Sep 13
Homework 3 MainHW3 Wed Sep 20
Homework 4 MainHW 4 Wed Sep 27
Homework 5 MainHW 5a Wed Oct 18
LikelihoodHW5a1 LikelihoodHW5a2
Homework 6 MainHW 6a Wed Oct 25
LikelihoodHW6a1 LikelihoodHW6a2
Homework 7 MainHW7 Wed Nov 1
Homework 8 HW8-zipped Wed Nov 15
Homework 9 HW9-zipped Mon Nov 20
Homework 10 Hansen-Singleton pgm Mon Nov Oct 27