Graduate Theoretical Econometrics, ECON 8212, Spring 2009

  • Please read Chapter 1 of Li and Racine for 3/26
  • Please read Chapter 2 of Li and Racine for 3/30
  • First Homework: Do Problems 1.11 and 1.15.
  • Please skim Li and Racine, Chapter 7.
  • Please read Andrews, "Asymptotics for Semiprametric Econometric Models via Stochastic Equicontinuity", Econometrica 1994.
  • Please read "Simulation Based Methods", Chapter 12 of Cameron and Trivedi
  • Please read "A New Use of Importance Sampling to Reduce the Computational Burden in Simulation Estimation", Dan Ackerberg, mimeo, UCLA.
  • Lecture Notes on Simulation
  • Please begin reading "Bayesian Statistics and Marketing", Chapters 1-3.
  • Please begin reading "The Value of Purchase History in Target Marketing"
  • Lecture Notes on Bayesian Discrete Choice
  • Lecture Notes on Random Coefficient Choice Models

Copyright © 2006. Patrick Bajari. All rights reserved.