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tyler_ransom_structural_econometrics's Introduction

Course Schedule

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Full course syllabus is here.

Class Date Topics to Cover Pre-class reading Due
1 Tue Aug 25 Course Intro/Productivity/Computational Tools Julia reference slides
2 Thu Aug 27 What is structural modeling? Lewbel (2019 ) Sections 1, beginning of Section 5, and 5.1 Reading Quiz
3 Tue Sep 1 Structural modeling process Keane YouTube talk PS 1
4 Thu Sep 3 Random Utility Models & Logit Train, Ch. 1-2, 3.1-3.3, 3.7-3.8 Reading Quiz
5 Tue Sep 8 Coding Day - go over PS 2 PS 2
6 Thu Sep 10 GEV Train, 4.1-4.2 Reading Quiz
7 Tue Sep 15 Coding Day - go over PS 3 PS 3
8 Thu Sep 17 Mixed Logit, Finite mixture models, EM algorithm Train, 6.1-6.3, Ch. 14 Reading Quiz
9 Tue Sep 22 Coding Day - go over PS 4 PS 4
10 Thu Sep 24 Dynamic choice models Rust (1987) Reading Quiz
11 Tue Sep 29 Coding Day - go over PS 5 PS 5
12 Thu Oct 1 Estimating dynamic models without solving Hotz & Miller (1993); Arcidiacono & Miller (2011) Reading Quiz
13 Tue Oct 6 Coding Day - go over PS 6 PS 6
14 Thu Oct 8 Simulated Method of Moments Train, 10.1-10.2; Smith, p. 1 Reading Quiz
15 Tue Oct 13 Coding Day - go over PS 7 PS 7
16 Thu Oct 15 Model Fit, Counterfactuals, Model validation Fu, Grau and Rivera (2020), Lang and Palacios (2018) Reading Quiz
17 Tue Oct 20 Subjective Expectations, Stated Preference and Choice Experiments Train, 7.2-7.3; Koşar, Ransom and van der Klaauw (2020), section 3.3 Reading Quiz
18 Thu Oct 22 Measurement Error & Factor Models Heckman, Stixrud and Urzua (2006) Reading Quiz
--- Tue Oct 27 No class (Snow Day)
19 Thu Oct 29 Coding Day - go over PS 8 PS 8
--- Tue Nov 3 No class (Election Day)
20 Thu Nov 5 Learning models Miller (1984) Take-home Midterm
21 Tue Nov 10 Constrained optimization and equilibrium models Start finding a paper for presentation/referee report
22 Thu Nov 12 Obtaining causal effects without an "identification strategy" Altonji, Elder & Taber (2005) Reading Quiz
23 Tue Nov 17 DAGs and do-Calculus Mixtape, pp. 67-80 Reading Quiz
24 Thu Nov 19 Potential Outcomes, ATE, LATE, and Control Functions Mixtape, pp. 85-93 Reading Quiz
25 Tue Nov 24 Marginal and Distributional Treatment Effects Work on Referee Report & Presentation
--- Thu Nov 26 No class (Thanksgiving)
26 Tue Dec 1 Intro to Machine Learning James et al., section 2.1 (pp. 15-29) Reading Quiz
27 Thu Dec 3 Machine Learning for Causal Modeling Work on Referee Report & Presentation
28 Tue Dec 8 Presentations Presentation
29 Thu Dec 10 Presentations Presentation, Referee Report
--- Mon Dec 14 Final Exam (Referee Report due) Research Proposal

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