Structural Econometrics: Discrete Choice Methods with Simulation

Guest Instructor: 
Daniel Kemptner
Time I: 
Wednesday,
02:00pm to 05:30pm
Venue I: 
DIW
Description: 

Course objectives:
- This is the first course of a sequence of two courses on structural econometrics offered by the DIW Graduate Center
- Focuses on discrete choice models for cross section and panel data
- Covers simulation-based estimation techniques such as Maximum Simulated Likelihood (MSL), Method of Simulated Moments (MSM), and Indirect Inference
- Applied papers from the fields of labour economics, health economics, industrial organization, and behavioral economics will be discussed
- Exercises will include the use of a software package (Matlab)
- The aim is to equip students with skills allowing them to carry out independent empirical research

Credits: 
6.00
Program: 
Semester: 
Spring 2018
Affiliation: 
Deutsches Institut für Wirtschaftsforschung