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Microeconometrics I

Class at Faculty of Social Sciences |


·         Concepts: structure, identification, causality

Identification in structural models

Linear simultaneous equations models

Causality in structural models  

·         Tools: discrete choice methods with simulations

Random parameters and simulations

Multinomial choice models with simulations

Discrete choice models for panel data  

·         Demand: estimation of random utility models

·         Traditional approaches to demand estimation

·         The workhorse Berry-Levinsohn-Pakes model

·         Refinements: panel data and demographics  

·         Supply: estimation of production functions

·         The transmission bias and panel data solutions

·         Varieties of control function approaches

·         A modern non-parametric treatment  

·         Games: estimation of strategic choices

·         Traditional analyses of market entry games

·         Partial identification under equilibrium multiplicity

·         Extensions: incomplete information, dynamics  

·         Labor market: wage decomposition

·         The workhorse Abowd-Kramarz-Margolis model

·         Addressing issues: event studies, leave-out estimation

·         Extensions: discretization, job history, productivity  

·         Interactions: the econometrics of networks

·         The linear-in-means model and reflection

·         Identifying networks, identifying ‘the’ networks

·         Models of non-strategic network formation