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Notes by methods Notes by example

- Linear models for cross-section (running example will be labor supply)
- Clarify concepts such as data, model, identification, estimation and inference
- Study theats to identification (endogeneity, measurement error, simultaneity)
- Finite sample gaussian inference
- Asymptotic inference (central limit theorem)
- Heckman (77) paper
- Saez (99) paper and slides
- Blundell, Duncan and Meghir (98) paper and slides
- Lab on labor supply

- Topics on inference
- Bootstrap
- Clustering of standard errors, Cameron and Miller guide paper
- Thinking about multiple testing

- Multinomial decisions (we will use transportation and monopolistic competition)
- Unobserved heterogeneity
- Revisit multinomial problem and IIA
- Random effect model and EM-algorithm

- Dynamic programing
- Topics in non-parametrics and high-dimensional econometrics
- model complexity and bias/variance trade-off
- many regressors (application to network of peers)
- non parametric regression

- Linear model with panel data, parallel worlds
- Possibility of using repeated measurements to alleviate/test threats mentioned before

You can submit your homework either as solo or as a group of two. To communicate about your homework, create a channel in our slack group with a name starting with `grp_`

and then with the initials of the members of your group. For instance the TA (Wooyong) and myself (Thibaut) would be `grp_tw`

. Then please add the RA and myself as members of that group. You can make your group private if you donâ€™t want other students to see your homework. Submit the analytical parts directly to this slack group.

To submit your answers to computational homeworks. Please create a `git`

repository (you can make it private), and add the RA and myself as contributor (in the case of private), or just share the URL with us if you choose to make the repo public. You can create your repository on github or bitbucket, your choice!

- Homework 1 (analytical) is due Monday, January the 22nd, Midnight.
- Homework 2 (computer) is due Wednesday, January the 31nd, Midnight.
- Homework 3 (computer) is due Wednesday, February 7th, Midnight.
- Homework 4 (analytical) is due Thursday, Ferbruary 16th.
- Homework 5 (computer) is due Friday, March 9th, Midnight.

- The project can be done in group of two. The goal is for you to take an economic or policy question and to develop a DGP for that question as well as a method adpated to ansering that question given the data. Through the project you should show the potential ptifalls of given methods.
- 1 page proposal is due end of week 7.

- The midterm will in week 8, on Thursday February 22nd.
- I will be away during week 8.