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ESTIMATE -- Early Summer Tutorial In Modern Applied Tools of Econometrics

Posted on: 
Jan 21, 2013
Duration of the course: 
Jan 21, 2013 to Jun 2, 2013
Application Deadline: 
May 20, 2013
Michigan State University - Department of Economics
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Posted on: 
Jan 21, 2013
Duration of the course: 
Jan 21, 2013 to Jun 2, 2013
Application Deadline: 
May 20, 2013
Michigan State University - Department of Economics
0
0 Reviews
Be the first to review
 

Course Details

Type of course: 
Summer School

Prerequisites: 
Econometrics background comparable to a first-year PhD econometrics sequence.

Location of Course

Location: 
486 W. Circle Dr. 110 Marshall-Adams Hall
East Lansing, 48824
United States

ESTIMATE - Early Summer Tutorial in Modern Applied Tools of Econometrics
 
Presented by the Department of Economics at Michigan State University
 
Instructors: 
-Jeffrey Wooldridge ( http://www.econ.msu.edu/faculty/wooldridge/index.php)
- Timothy Vogelsang ( http://www.econ.msu.edu/faculty/vogelsang/index.php
 
May 31 – June 2, 2013
 
OBJECTIVES:  This is a short course in econometrics aimed at applied researchers wanting to use state-of-the-art econometrics in their empirical research.  The presentation will focus on understanding when various models and estimation methods are appropriate as well as how to conduct proper inference in a variety of settings.  The methods will be illustrated using several empirical examples using the econometrics package Stata.  It will be assumed that participants in ÊSTIMATE have an econometrics background comparable to a first-year PhD econometrics sequence.
 
TOPICS:
1. Linear Panel Data Models with Microeconomic Data
        a. Random Effects, Fixed Effects, Differencing
        b. Correlated Random Effects
        c. Instrumental Variables
        d. Dynamic Models
 
2. Introduction to Regression with Time Series Data
        a. Basics of Time Series Regression in Stationary/Weak Dependent Settings
        b. Strict and Weak Exogeneity
        c. Time Trends
        d. Serial Correlation Robust Standard Errors (aka Newey-West)
        e. Fixed-b Asymptotics
 
3. Linear Panel Data Models with Many Time Periods
        a. Large-T Asymptotics
        b. Robust Inference: Clustering and Driscoll-Kraay Standard Errors      
        c. Link Between Individual/Time Period Dummies and Exogeneity Assumptions
        d. Perils of Two-Way Clustering in a Panel Setting
 
4. Nonlinear Panel Data Models with Microeconomic Data
        a. Fixed Effects, Conditional MLE, Correlated Random Effects
        b. Dynamic Models with Unobserved Heterogeneity
 
5. Control Function Methods for Handling Endogenous Explanatory Variables
        a. Linear Models with Random Slopes; Endogenous Switching
        b. Nonlinear Models; Limited Dependent Variables
        c. Combining Control Function and Correlated Random Effect Methods for Panel Data
 
REGISTRATION: For registration and additional information please visit http://www.econ.msu.edu/estimate/  

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Apply or ask questions per Email

Full Name: 
Dean Olson
Email Address: 
estimate@econ.msu.edu

Please remember to mention INOMICS on your application

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