V31.0390.4 Topics in Micro Econometrics
Spring 2011
Course Syllabus
Instructor:
Lecture:
Recitation:
Joseph Tracy
Joseph.tracy@ny.frb.org
TA: TBA
Tues/Thurs
TBA
Course Description and Prerequisites
This course covers topics in applied micro econometrics. The goal of the course is to
develop the student’s research skills required to carry out applied research. An important
aspect of the course will be empirical exercises designed to give the student hands on
experience working with different types of data. The connection between micro economic
models and econometric specifications to test these models will be stressed. Prerequisites
for this course include micro theory and introductory econometrics.
Requirements and Grading
There will be weekly problem sets to be carried out in STATA. Each student will also
select a published paper to replicate, critique and present in class. There will also be a
final exam. The grade for the class will be determined by weighting the problem set
grades by 50%, the research paper exercise by 25% and the final exam by 25%.
Textbooks
Mitchell, Michael Data Management Using Stata: A Practical Handbook Stata Press 2010
(M)
Cameron A. Colin and Pravin Trivedi Microeconometrics Using Stata Stata Press 2010
(CT)
Course Outline
Data Management (D 2-9)
Weeks 1-2
Specification Diagnostics (CT 3)
Week 3
Monte Carlo and Bootstrap (CT 4, 13)
Week 4
Limited Dependent Variables (CT 14-15)
Weeks 5-6
Tobit and Selection Models (CT 16)
Weeks 7-8
Panel Data (CT 8)
Week 9
Count Data (CT 17)
Week 10
Research Presentations
Weeks 11-13