Andres Aradillas-Lopez
Department of Economics
Pennsylvania State University
Spring, 2014.
ECON 589: Seminar in Econometric Theory.
Lecture: Tuesday and Thursday, 1:00-2:15pm, Kern Graduate Building 413.
Professor: Andres Aradillas-Lopez (aaradill@psu.edu)
Oce Hours: Monday 3:30-5:00pm. Oce: Kern Graduate Building 518.
Course Description: The course will be devoted to four related topics,
1. Asymptotic Theory.
2. Semiparametric Models.
3. Inference with Partially Identied Models.
4. Applications to Games and Auctions.
Evaluation: The entire grade for the course will be based on a single assignment, which will
require individual work. You will have two options:
1. A take-home nal exam.− You would have approximately one week to work on it.
2. The preparation of a project/research proposal.− This would be a proper draft of a research
paper, which can be methodological or applied in nature. If it is methodological in nature,
it must include (possibly preliminary) results with proofs. If it is applied in nature, it
must include actual results, and it must involve an econometric methodology studied in
the course. Naturally, the more complete the paper, the higher will be the grade.
Whatever your choice, the assignment will be due on
Readings:
Monday, May 6th at 12:00pm.
There is no single textbook for the course. We will study material from several
papers, and we will also have prepared notes which will be available on the course webpage,
http://www.econ.psu.edu/∼aza12/econ589_spring2014.html
Some practice problems will also be posted there. A partial list of relevant references is included
below. More references may be added as the course progresses.
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References
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Theory 11, 560596.
Andrews, D. and X. Shi (2013). Inference based on conditional moment inequality models.
Econometrica 81, 609666.
Berry, S. (1992). Estimation of a model of entry in the airline industry. Econometrica 60 (4),
889917.
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Chernozhukov, V., H. Hong, and E. Tamer (2007). Estimation and condence regions for
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Chernozhukov, V., S. Lee, and A. Rosen (2011). Intersection bounds: Estimation and inference.
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Fan, Y. and Q. Li (1996). Consistent model specication tests: Omitted variables and semiparametric functional forms. Econometrica 64 (4), 865890.
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Han, A. (1987). Non-parametric analysis of a generalized regression model the maximum rank
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780799.
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Stoye, J. (2009). More on condence intervals for partially identied parameters. Econometrica 77, 12991315.
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