PhD Course with A. Colin Cameron (U.C. Davis)
CELE hosts a PhD course titled "Advanced Microeconometrics" with A. Colin Cameron (U.C. Davis) from August 28 to September 1, 2017.
The objective of the course is to introduce students to topics in contemporary empirical research. The course is divided four main themes:
- Count Regression: Poisson, negative binomial, hurdle, zero-inflated, mixtures, endogeneity, panel data
- Clustered Data: OLS with cluster-robust standard errors, feasible GLS, serially correlated errors, random effects, mixed models; bootstrap without asymptotic refinement, fixed effects, what to cluster over, twoway clustering, spatial correlation, few clusters, bootstrap with asymptotic refinement, nonlinear models, endogenous regressors
- Simulation: Pseudo random draws, Monte Carlo integration, Gaussian quadrature, Monte Carlo experiment, Maximum simulated likelihood, Bayesian approach, Bayesian analytical example
- Nonparametric and Semiparametric Estimation