Syllabus
Data Software Lecture notes Paper Topics Final Exam Problem Sets Photo Readings (available only to the uiuc domain) | Course
Description:
The field sequence 574-5 in econometrics is designed to give students a working knowledge of a broad array of current topics in econometric theory and prepare them for empirical applications near the research frontier. In the first course, 574, we intend to focus the first half of the course on asymptotic methods and the study of the large-sample behavior of econometric procedures supplemented by an introduction to monte carlo methods. The second half of the course will be devoted to recent developments in semi-parametric methods in econometrics. |
1. Class on March 31 is cancelled.
2. The Just in Time questions for class are available from
here. The first four questions are intended for January 22.
3. A very brief discussion of the connection between Tweedie's formula and the
James-Stein estimator is contained in the first few pages of this
paper,
This fills in a few details omitted in class on Feb 17.
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