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Materials for Fall 2024 semester Econometrics III course at OU

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OU-PhD-Econometrics/fall-2024

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Course Schedule

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Full course syllabus is here.

Class Date Topics to Cover Pre-class reading Due
1 Tue Aug 20 Course Intro/Productivity/Computational Tools Julia reference slides
2 Thu Aug 22 Clean code Gentzkow & Shapiro's handbook
3 Tue Aug 27 Coding Day - go over PS 1 PS 1; here is a walkthrough video for setting up your GitHub fork and using Julia in VS Code
4 Thu Aug 29 What is structural modeling? Lewbel (2019) Sections 1, beginning of Section 5, and 5.1 Reading Quiz
5 Tue Sep 3 Structural modeling process Keane YouTube talk
6 Thu Sep 5 Random Utility Models & Logit Train, Ch. 1-2, 3.1-3.3, 3.7-3.8 Reading Quiz
7 Tue Sep 10 Coding Day - go over PS 2 PS 2
8 Thu Sep 12 GEV Train, 4.1-4.2 Reading Quiz
9 Tue Sep 17 Coding Day - go over PS 3 PS 3
10 Thu Sep 19 Mixed Logit, Finite mixture models, EM algorithm Train, 6.1-6.3, Ch. 14 Reading Quiz
11 Tue Sep 24 Coding Day - go over PS 4 PS 4
12 Thu Sep 26 Dynamic choice models Rust (1987) Reading Quiz
13 Tue Oct 1 Coding Day - go over PS 5 PS 5
14 Thu Oct 3 Estimating dynamic models without solving Hotz & Miller (1993); Arcidiacono & Miller (2011) Reading Quiz
15 Tue Oct 8 Coding Day - go over PS 6 PS 6
16 Thu Oct 10 Simulated Method of Moments Train, 10.1-10.2; Smith, p. 1 Reading Quiz
17 Tue Oct 15 Coding Day - go over PS 7 PS 7
18 Thu Oct 17 Model Fit, Counterfactuals, Model validation Fu, Grau and Rivera (2022), Lang and Palacios (2018) Reading Quiz
19 Tue Oct 22 Subjective Expectations, Stated Preference and Choice Experiments Train, 7.2-7.3; Koşar, Ransom and van der Klaauw (2024), section 3.3 Reading Quiz
20 Thu Oct 24 Measurement Error & Factor Models Heckman, Stixrud and Urzua (2006) Reading Quiz
21 Tue Oct 29 Coding Day - go over PS 8 PS 8
22 Thu Oct 31 Learning models Miller (1984)
23 Tue Nov 5 Constrained optimization and equilibrium models Start finding a paper for presentation/referee report
24 Thu Nov 7 Obtaining causal effects without an "identification strategy" Altonji, Elder & Taber (2005) Reading Quiz
25 Tue Nov 12 DAGs and do-Calculus Mixtape, Ch. 3 Reading Quiz
26 Thu Nov 14 Potential Outcomes, ATE, LATE, and Control Functions Mixtape, Ch. 4 Reading Quiz
27 Tue Nov 19 Intro to Machine Learning James et al., section 2.1 (pp. 15-29) Reading Quiz
28 Thu Nov 21 Machine Learning for Causal Modeling Work on Referee Report & Presentation
--- Tue Nov 26 No class
--- Thu Nov 28 No class (Thanksgiving)
29 Tue Dec 3 Presentations or Time Series Intro (depending on time) Presentation
30 Thu Dec 5 Presentations Presentation, Referee Report due (submit to Canvas)
--- Mon Dec 10 No in-class Final Exam
--- Wed Dec 12 Research Proposal due (submit to Canvas)

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