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Applied Econometrics, ECON 8208, spring 2010

  • Lecture 1
  • Please skim Chapters 1-2
  • Lecture 2
  • Please skim Cameron and Trivedi Chapter 4
  • Lecture 3
  • Please skim Chapters 4, 5 and 6
  • Homework #1
  • Please skim over “Do Better Schools Matter? Parental Valuation of Education”, Sandra Black, Quarterly Journal of Economics, 1999
  • Lecture 4
  • Please read Chapter 12 in Cameron and Trivedi on Simulation
  • Lecture 5
  • Please read Rossi et. al. Chapter 2.  Read 2.8 especially carefully.
  • Lecture 6 (updated 4/14/10)
  • Please start to read Chapter 3, Markov Chain Monte Carlo Methods
  • Please read “The Value of Purchase History Data in Target Marketing”, Marketing Science, 1996
  • Also, please read “Should the Music Industry Sue Its Own Customers”
  • Lecture 7
  • Homework #2
  • Simulated Data Set
  • Field Data Set
  • Please read “A Semiparametric Bayesian Approach to the Instrumental Variables Problem”, Conley, Hansen, McCulloch and Rossi, Journal of Econometrics, 2008
  • Notes on Bayesian IV

 

 

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Copyright © 2006. Patrick Bajari. All rights reserved.