Advanced Econometrics I

Econ 8830, Ohio State University, Spring 2019
Information | Schedule | Reading List

Course Information

Meeting Time: Tuesdays and Thursdays, 9:35–10:55 AM.
Location: Hayes Hall 012.
Instructor: Jason Blevins.
Office hours: By appointment.


The main goals of this course are (1) to introduce students to a set of core methods in microeconometrics, along with the necessary computational skills to implement them, which they can apply to their own dissertation research and (2) to survey recent research which develops or applies these methods. Topics covered may include identification, discrete choice models, quantile regression, duration models, semiparametric methods, nonparametric methods, and set estimation, simulation methods, optimization methods, and estimation of structural models such as static games, single-agent dynamic discrete choice models, and dynamic discrete choice games.


Economics 8731 and 8732, or equivalent with instructor consent.


There are no required texts for this course, however, the following texts may be useful for reference and futher reading:


This course will focus on a collection of topics in microeconometrics via lectures, notes, research papers, and problem sets. Students will complete four 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 set questions as motivation. At the end of the semester, second-year students will give short presentations on their econometrics field papers. For advanced students (third year and above), in lieu of completing the problem sets a presentation may be given to lead a discussion of one of the papers on the reading list. Please discuss this with me at the beginning of the semester.

Schedule & Topics

Below is a tentative schedule and list of topics, subject to change. Specific readings, sub-topics, and problem sets will be added as the semester progresses.

Estimation of Nonlinear, Parametric Models

Nonparametric Methods & Identification

Econometrics of Static Games

Dynamic Discrete Choice Models

Field Paper Presentations

15 minutes each followed by 10 minutes for comments and discussion.

Reading List

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

Simulation, Computation, and Estimation of Nonlinear Models

Nonparametric and Semiparametric Methods

Discrete Choice 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