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Course Schedule

Join the chat at https://gitter.im/OU-PhD-Econometrics-Fall-2020/community

Class Date Topics to Cover Pre-class reading Due
1 Tue Aug 25 Course Intro/Productivity/Computational Tools Julia reference slides
2 Thu Aug 27 What is structural modeling? Lewbel (2019 ) Sections 1, beginning of Section 5, and 5.1 Reading Quiz
3 Tue Sep 1 Structural modeling process Keane YouTube talk PS 1
4 Thu Sep 3 Random Utility Models & Logit Train, Ch. 1-2, 3.1-3.3, 3.7-3.8 Reading Quiz
5 Tue Sep 8 Coding Day - go over PS 2 PS 2
6 Thu Sep 10 GEV Train, 4.1-4.2 Reading Quiz
7 Tue Sep 15 Coding Day - go over PS 3 PS 3
8 Thu Sep 17 Mixed Logit, Finite mixture models, EM algorithm Train, 6.1-6.3, Ch. 14 Reading Quiz
9 Tue Sep 22 Coding Day - go over PS 4 PS 4
10 Thu Sep 24 Dynamic choice models Rust (1987) Reading Quiz
11 Tue Sep 29 Coding Day - go over PS 5 PS 5
12 Thu Oct 1 Estimating dynamic models without solving Hotz & Miller (1993); Arcidiacono & Miller (2011) Reading Quiz
13 Tue Oct 6 Coding Day - go over PS 6 PS 6
14 Thu Oct 8 Simulated Method of Moments TBA Reading Quiz
15 Tue Oct 13 Coding Day - go over PS 7 PS 7
16 Thu Oct 15 Model Fit, Counterfactuals, Model validation TBA Reading Quiz
17 Tue Oct 20 Midterm Exam
18 Thu Oct 22 Causal Modeling: DAGs and Potential Outcomes Mixtape
19 Tue Oct 27 Overview of Reduced-form Causal Inference Techniques Mixtape Reading Quiz
20 Thu Oct 29 Measurement Error & Factor Models Heckman, Stixrud and Urzua (2006) Reading Quiz
21 Tue Nov 3 Coding Day - go over PS 8 PS 8
22 Thu Nov 5 Regression and Partial identification Krauth (2016), Oster (2019) PS 9
23 Tue Nov 10 ATE, LATE, MTE
24 Thu Nov 12 ATE, LATE, MTE
25 Tue Nov 17 Treatment Effect Heterogeneity
26 Thu Nov 19 Treatment Effect Heterogeneity
27 Tue Nov 24 Machine Learning for Causal Modeling
--- Thu Nov 26 No class (Thanksgiving)
28 Tue Dec 1 Matrix Completion Methods
29 Thu Dec 3 Other Machine Learning Causal Methods
30 Tue Dec 8 Presentations Presentation
31 Thu Dec 10 Presentations Presentation, Referee Report
--- Mon Dec 14 Final Exam (Referee Report due) Research Proposal

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