Topics in Microeconometrics

Econ 8833, Ohio State University, Fall 2015
Information | Schedule | Reading List

Course Information

Meeting Time: Tuesdays and Thursdays, 12:45–2:05 PM.
Location: 155 Macquigg Laboratory.
Instructor: Jason Blevins <blevins.141@osu.edu>
Office hours: By appointment.
Website: http://jblevins.org/courses/econ8833f15/

Description

The main goals of this course are to introduce students to current research topics in microeconometrics, primarily in the areas of dynamic structural models, models of strategic interaction, and partial identification, and to familiarize students with a set of computational and econometric tools which they can apply to their own dissertation research. Topics include nonparametric and partial identification analysis, simulation methods, and structural estimation of static games, dynamic single-agent models, and dynamic games.

Prerequisites

Economics 8732, 8831, and 8832 or equivalent with instructor consent.

Requirements

This course will primarily consist of discussions of individual research papers. Students will complete approximately three applied problem sets throughout the semester to implement methods discussed in class. We will periodically discuss the implementation of these methods in class, using the problem sets as motivation. Each student will also give an in-class presentations on one of the papers from the reading list. In lieu of a final exam, students will give short presentations of independent research proposals (i.e, plans for third-year papers) or, for more advanced students, summaries of research in progress (i.e., current dissertation work) as the case may be.

Tentative Schedule

Introduction

Parametric Estimation of Dynamic Models

Nonparametric and Partial Identification

Simulation Methods

Multiple Equilibria and Partial Identification

Project Proposals

Reading List

Below are lists of additional papers for each topic we will cover for further reading.

Identification

Simulation, Computation, and Estimation of Nonlinear Models

Static Games of Complete Information

Static Games of Incomplete Information

Static Games with Multiple Equilibria

Sequential-Move Static Games

Single-Agent Dynamic Models

Dynamic Games

Partial Identification