Meeting Time: Tuesdays and Thursdays, 12:45–2:05 PM.
Location: 228 Cockins Hall.
Instructor: Jason Blevins <email@example.com>
Office hours: By appointment.
The main goals of this course are (1) to introduce students to current research topics in microeconometrics, primarily in the areas of structural dynamic discrete choice models and models of strategic interaction and (2) to familiarize students with a set of computational and econometric tools which they can apply to their own dissertation research. Other topics include nonparametric and partial identification, simulation methods, and structural estimation of static games, dynamic single-agent models, and dynamic games.
Economics 8732, 8831, and 8832 or equivalent with instructor consent.
This course will primarily consist of discussions of individual research papers. Students will complete approximately two 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 presentation on one of the papers from the reading list. In lieu of a final exam, at the end of the semester students will give 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).
This is a tentative schedule and reading list, subject to change.
- August 23: Introduction
- August 25: Overview of Identification
- August 30 & September 1: Rust (1987) (also see and Rust (1994))
- September 6 & 8: Aguirregabiria and Mira (2002) (also see Hotz and Miller (1993))
- September 13: Problem Set 1 Discussion
- September 15: Overview of Simulation Estimation (see Train (2009, Ch. 9–10) and Hajivassiliou and Ruud (1994))
- September 20 & 22: Arcidiacono, Bayer, Blevins, and Ellickson (2016)
- September 27: Norets and Tang (2014) (Bo Wang)
- September 29: Komarova, Silva Junior, Miessi Sanches, and Srisuma (2016) (Seung-hun Chung)
- October 4: Tamer (2003)
- October 6: Srisuma and Linton (2012) (Hanbat Jeong)
- October 11: Problem Set 2 discussion
- October 13: No Class, Autumn Break
- October 18: Kennan and Walker (2011) (Shawn Xu)
- October 20 & 25: Kalouptsidi, Scott, Souza-Rodrigues (2016)
- October 27: Arcidiacono and Miller (2015) (Runtian Zhang)
- November 1: Blevins, Shi, Haurin, and Moulton (2016)
- November 3: Bajari, Chu, Nekipelov, and Park (2016) (Yun Pu)
- November 8: No Class, reading day
- November 10: Zheng (2016) (Joseph Rosetti)
- November 15: Aryal, Grundl, Kim, and Zhu (2016) (Jinsoo Bae)
- November 17: Buchholz, Shum, and Xu (2016)
- November 22: Project proposals: Wang and Chung
- November 24: No Class, Thanksgiving Break
- November 29: Project proposals: Jeong and Xu
- December 1: Project proposals Zhang and Pu
- December 6: Project proposals: Rosetti and Bae