| TOPICS | READINGS |
|---|---|
| Generalized method of moments | Newey, Generalized Method of Moments (PDF) Hansen, L. P. "Large Sample Properties of Generalized Method of Moments Estimators." Econometrica 50 (1982): 1029-1054. Hansen, L. P., and K. J. Singleton. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models." Econometrica 50 (1982): 1269-1286. Hansen, L. P., J. Heaton, and A. Yaron. "Finite-Sample Properties of Some Alternative GMM Estimators." Journal of Business and Economic Statistics 14 (1996): 262-280.
Newey, W. K., and R. J. Smith. "Higher-Order Properties of GMM and Generalized Empirical Likelihood Estimators." Econometrica 72 (2004): 219-255. |
| Nonparametric estimation | Newey, Nonparametric and Semiparametric Estimation (PDF)
Hausman, J. A., and W. K. Newey. "Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss." Econometrica 63, no. 6 (November 1995): 1445-1476. Newey, Locally Linear Regression (PDF) |
| Semiparametric estimation | Newey, Nonparametric and Semiparametric Estimation (PDF)
|
| Treatment effects | Newey, Treatment Effects (PDF) Imbens, G., and J. Angrist. "Identification and Estimation of Local Average Treatment Effects." Econometrica 62, no. 2 (March 1994): 467-475. Angrist, J., and A. Krueger. "Does Compulsory School Attendance Affect Schooling and Earnings?" The Quarterly Journal of Economics 106, no. 4 (November 1991): 979-1014. Angrist, J., G. Imbens, and D. Rubin. "Identification of Causal Effects Using Instrumental Variables." Journal of the American Statistical Association 91, no. 434 (June 1996): 444-455. Dehejia, R., and S. Wahba. "Causal Effects in Nonexperimental Studies: Reevaluating the Evaluation of Training Programs." Journal of the American Statistical Association 94, no. 448 (December 1999): 1053-1062. |
| Nonlinear models in panel data | Newey, Nonlinear Models in Panel Data (PDF)
Lancaster, T. "The Incidental Parameter Problem Since 1948." Journal of Econometrics 95 (2000): 391-413.
Hahn, J., and W. Newey. "Jackknife and Analytical Bias Reduction for Nonlinear Panel Models." Econometrica 72, no. 4 (July 2004): 1295-1319. |
| Demand estimation with imperfect competition | Berry, S., J. Levinsohn, and A. Pakes. "Automobile Prices in Market Equilibrium." Econometrica 63, no. 4 (July 1995): 841-890. Nevo, A. "Measuring Market Power in the Ready-to-Eat Cereal Industry." Econometrica 69, no. 2 (March 2001): 307-342. Hausman, J. A., and G. K. Leonard. "The Competitive Effects of a New Product Introduction: A Case Study." The Journal of Industrial Economics L, no. 3 (September 2002): 237-263. Ackerberg, D., C. L. Benkard, S. Berry, and A. Pakes. "Econometric Tools for Analyzing Market Outcomes." Forthcoming in Handbook of Econometrics. Edited by J. J. Heckman. pp. 1-127. Haile, P. A., and E. Tamer. "Inference with an Incomplete Model of English Auctions." Journal of Political Economy 111, no. 1 (2003): 1-51. Imbens, G. W., and W. Newey. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity." mimeograph, October 2006, pp. 1-37. |
Table of Contents
Study Materials
Readings
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Dinardo, J., N. Fortin, and T. Lemieux. "Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach." Econometrica 64, no. 5 (September 1996): 1001-1044.
van der Klaauw, W. "Estimating the Effect of Financial Aid Offers on College Enrollment: A Regression-Discontinuity Approach." International Economic Review 43, no. 4 (November 2002): 1249-1287.
Subramanian, S., and A. Deaton. "The Demand for Food and Calories." The Journal of Political Economy 104, no. 1 (February 1996): 133-162.
Lewbel, A. "Consistent Nonparametric Hypothesis Tests with an Application to Slutsky Symmetry." Journal of Econometrics 67 (1995): 379-401.
Oreopoulos, P. "Estimating Average and Local Average Treatment Effects of Education when Compulsory Schooling Laws Really Matter." The American Economic Review 96, no. 1 (March 2006): 152-175.
Abadie, A. "Semiparametric Estimation of Instrumental Variable Models for Causal Effects." National Bureau of Economic Research Working Paper No. 260 (September 2000): 1-42.
Ahn, H., and J. Powell. "Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism." Journal of Econometrics 58 (1993): 3-29.
Vella, F. "Estimating Models with Sample Selection Bias: A Survey." The Journal of Human Resources 33, no. 1 (Winter 1998): 127-169.