2011 245B Syllabus

2011 245B Syllabus - University of California Department of...

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University of California Doug Steigerwald Department of Economics Advanced Econometrics II Economics 245B Course Goals: To provide training in frontier econometric methods, and the application of these methods, at the intersection of computer science, economics, environmental science, geography and statistics. Course Structure: Meetings: MW 12:30-1:45 in North Hall 2212 Course Begins: Monday January 3 Course Concludes: Wednesday March 9 Research Topic Paper Due: Friday March 11 Requirements: Journal Article Presentations (40%) : You will be asked to report on several journal articles. Your report should state the main goals of the paper, summarize how the goals are achieved, offer a critique and propose extensions. You will present each report in an assigned 30 minute class slot and turn in a written report (essentially a summary and critique) of 5 pages, due one week after your presentation. Research Topic Presentations (60%) : You will be asked to take charge of a research topic. In doing so, you will read a number of papers on the topic and prepare a 15 page paper. In addition to a synthesis of current knowledge, your paper should propose and discuss research questions that advance topic knowledge. You will present your paper in an assigned class slot of 40 minutes (reduced from 75 minutes due to increased enrollment), for which you should select a subset of the papers for the entire class to read. Your paper is due by noon on Friday of the last week of class. Readings: A suitable library for background reading on the topics includes, in addition to the texts by Hayashi and Ruud: J. Angrist and J. Pishcke, Mostly Harmless Econometrics . Princeton, 2009. J. Wooldridge, Econometric Analysis of Cross Section and Panel Data. MIT, 2002. Access to articles: Most articles are available through library . To access readings through this link when away from campus, refer to configure to configure your computer. Articles not (yet) published in journals indexed by the library are accessible directly from this syllabus via author links. Area 1: Credible Inference in Linear Models Topic 1-1 Credible Inference Freedman, D. 1991 “Statistical Models and Shoe Leather” Sociological Methodology 21, 291-313.
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Syllabus: Economics 245B Page 2 Ashenfelter, O. and A. Kruger 1994 “Estimates of the Economic Return to Schooling from a New Sample of Twins” American Economic Review 84, 1157-1173. DiNardo, J. and J. Pischke 1997 “The Returns to Computer Use Revisited: Have Pencils Changed the Wage Structure Too?” Quarterly Journal of Economics 112, 291-303. Popper, K. 1998 “Science: Conjectures and Refutations” in Philosophy of Science: The Central Issues (M. Curd and J. Cover eds.), W.W. Norton, 3-10. Popper Angrist, J. and A. Kruger 1999 “Empirical Strategies in Labor Economics” in Handbook of Labor Economics Volume 3A (O. Ashenfelter and D. Card eds.), Elsevier, Chapter 23. Angrist and Kruger Topic 1-2 Measurement Error Pal, M. 1980 “Consistent Moment Estimators of Regression Coefficients in the Presence of Errors in
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2011 245B Syllabus - University of California Department of...

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