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1、TopicsinMicroeconometricsSummer2011SchoolofEconomicsandMicroDataandEmpiricalMethodsResearchCenter,RenminUniversityInstructor:TongLiEmail:tong.li@vanderbilt.eduCourseObjectivesThepurposeofthiscourseistocoverimportanttopicsandtechniquesthathavebeendevelopedandappliedinmicroeconometrics.Whileappli
2、cationsofthesemodelsandmethodsareoftenfoundinmicroeconomic…elds,theyarealsoquiteusefulinothereconomic…eldsandothersocialsciences.Speci…cally,wewillmainlyfocusonthefollowingtopics:qualitativevariablesandlimitedde-pendentvariablesandsimulationbasedinference.Thesemodelsandtechniqueshavewideapplica
3、bilityinempiricalworkandhavebeenareasofgreatinterestineconometricsinpastdecades.Itishopedthatthroughoutthecourse,studentswillgainathoroughknowledgeandunderstandingoftherecentdevelopmentsinthesetopics,andalsodevelopusefulskillsinanalyzingthemodelsandapplyingthemethodstotheempiricalwork.TextJ.M.W
4、ooldridge,EconometricAnalysisofCrossSectionandPanelData,Sec-ondEdition,MITPress,2010.CourseOutline1.ModelswithQualitativeandLimited-dependentVariables:BinaryChoiceModels;BivariateandMultivariateProbitModels;LogitMod-elsforMultipleChoices;ModelsforOrderedData;ModelsforTruncatedData;ModelsforCens
5、oredData;SelectionProblem;ModelsforCountData;DurationModels.2.SimulationBasedInferenceandBayesianMethods:GHK;ImportanceSampling;BasicBayesianTechniques;MCMC.ListofRecommendedReadings1.ModelswithQualitativeandLimited-dependentVariables:Anderson,S.,A.DePalma,andJ.F.Thisse(1989):“DemandforDi¤erent
6、iatedProducts,DiscreteChoiceModels,andtheCharacteristicApproach,”ReviewofEconomicStudies,56,21-35.Angrist,J.D.(1998):“EstimatingtheLaborMarketImpactofVoluntaryMil-itaryServiceUsingSocialSecurityDataonMilitaryApplicants,”Econometrica,66,249-288.Berry,S.(1992):“EstimationofaModelofEntryintheAirli
7、neIndustry,”Econometrica,60(4),889-917.Bresnahan,T.andP.Reiss(1991):“EmpiricalModelsofDiscreteGames,”JournalofEconometrics,48,57-82.Cameron,C.andP.K.Trivedi(1998)“BasicCountRegression”,Chapter3inRegressionAnalysisofCountData,Cambr
