Topics in Advanced Econometrics (ResEcon 703)

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

Enrolled students can also access course materials on the course Moodle page.

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

Course Materials

Week 1: Structural Estimation

• Slides: Course Overview | Structural Estimation
• 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

Final Project

Final Project

• Final project | Data | Paper