Topics in Advanced Econometrics (ResEcon 703)

Welcome to Topics in Advanced Econometrics (ResEcon 703) at the University of Massachusetts Amherst, taught by Matt Woerman.

For detailed information on this course, please see the syllabus.

Enrolled students can access additional course links on Moodle.

Course Materials

Course Overview

• Slides

Week 1: Structural Estimation

• Slides
• Videos: 1 | 2 | 3 | 4

Week 2: R Tutorial

• Slides | R code
• Videos: 1 | 2 | 3 | 4 | 5

Week 3: Random Utility Model

• Slides | R code | Data
• Videos: 1 | 2 | 3 | 4

Week 4: Logit Model

• Slides | R code | Data
• Videos: 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9

Week 5: Logit Model

• No new materials

Week 6: Maximum Likelihood Estimation

• Notes | Slides | R code
• Videos: 1 | 2 | 3 | 4 | 5 | 6 | 7

Week 7: Logit Estimation

• Slides | R code
• Videos: 1 | 2 | 3

Week 8: Generalized Method of Moments

• Notes | Slides | R code | Data
• Videos: 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9

Week 9: Generalized Extreme Value Models

• Slides | R code
• Videos: 1 | 2 | 3 | 4 | 5

Week 10: Mixed Logit Model

• Slides | R code
• Videos: 1 | 2 | 3 | 4 | 5 | 6

Week 11: Simulation-Based Estimation

• Slides | R code
• Videos: 1 | 2 | 3 | 4

Week 12: Individual-Level Coefficients

• Slides | R code
• Videos: 1 | 2 | 3

Week 13: Dynamics and Endogeneity

• Slides
• Videos: 1 | 2 | 3 | 4 | 5 | 6

Problem Sets

Problem Set 1

• Problem set | Data | Solutions | R code

Problem Set 2

• Problem set | Data | Solutions | R code

Problem Set 3

• Problem set | Data | Solutions | R code

Problem Set 4

• Problem set | Data | Solutions | R code

Problem Set 5

• Problem set | Data | Solutions | R code

Final Project

Final Project

• Final project | Data | Paper