Public Lectures on Structural Econometrics (A Cemmap masterclass by Professor Robert Miller (Carnegie Mellon)
24th October 2020 – 14th March 2021
The course analyzed the structural estimation and testing of nonlinear models. We explore relationships between economic theory, identification, estimation and econometric practice. It develops structural approaches for analyzing large cross sectional and longitudinal data sets, by exploiting restrictions derived from the equilibrium dynamic outcomes in individual discrete choice optimization problems and non- cooperative games. We investigate empirical content, characterize identification, evaluate alternative estimators and testing procedures, as well as consider counterfactuals.
Please download slides from the course from the comlabgames website.