University of California Fall 1996

University of California Doug Steigerwald Department of Economics

Advanced Econometrics I Economics 245A

Course Goals: To provide training in nonlinear statistical models, with emphasis on the application of these models to cross-sectional and panel data. Course Structure: Meetings: TR 9:30–10:45 in North Hall 2111 Course Begins: Thursday September 24 Course Concludes: Friday December 4 Research Paper Due: Friday December 4

Requirements: Research Topic Presentation: You will select a research topic for which you will read a number of background papers and prepare a 15 page paper. In addition to a synthesis of current knowledge, your paper should propose and discuss research questions that advance topic knowledge. You will present your paper in an assigned class slot of 25 minutes (reduced due to increased enrollment). Your paper is due by noon on Friday of the last week of class.

Readings: A suitable library for background reading includes, in addition to the texts by Hansen and Hayashi: J. Wooldridge, Econometric Analysis of Cross Section an Panel Data. MIT Press 2010. A. Pagan and A. Ullah, Nonparametric Econometrics. Cambridge University Press 1999.

Lecture Schedule

Thursday: Treatment Analysis: Credible Inference Tuesday: Treatment Analysis: Average Treatment Effects Thursday, October 1: Lecture Transferred to Student Presentations Tuesday: Treatment Analysis: Measurement of Social Interactions and Peer Effects Thursday: Treatment Analysis: Difference-in-Differences Tuesday: Treatment Analysis: Regression Discontinuity Schedule: Economics 245A Page 2

Thursday: Beyond Classic Treatment: Missing Data Tuesday: Beyond Classic Treatment: Partial Identification Thursday October 22: Lecture Transferred to Student Presentations Tuesday October 27: Lecture Transferred to Student Presentations Thursday October 29: Lecture Transferred to Student Presentations Tuesday: Beyond Classic Treatment: Regime Switching Thursday: Accurate Measures of Precision: Double Bootstrap Tuesday: Accurate Measures of Precision: Cluster Sampling Thursday November 12: Nonlinear Methods: Nonparametric Density Estimation Tuesday November 17: Chris Pinchiff Partial Identification Levi Marks Multiple Imputation Methods Thursday November 19: Juliana Helo Dynamic Discrete Choice Models Yizhou Andrew Liu Nonparametric Function Estimation Monday November 30 (3:30-4:45, 2111) Sahaab Sheikh Missing Data Dan Szmurlo Endogenous Spatial Weight Matrix Tuesday December 1 Daniel Cullen Zheng Wang Measurement Error in Probit Models Wednesday December 2 (1:00-2:15, 2111) Travis Cyronek Estimation in Dynamic Stochastic General Equilibrium Models Chang Lee Cluster Robust Inference Thursday December 3 Sumeyye Yildiz Simulated Method of Moments and Indirect Inference James Banovetz Regression Trees Thursday December 3 (1:00-2:45, 2111) Renato Molina Synthetic Controls Shamlan Albahar Yuan Cao Triple Difference Schedule: Economics 245A Page 3

Friday December 4 (9:30-10:45, 2111) Michael Cooper Synthetic Controls vs. Matching Andrew Ayers Duration Models