Structural Econometrics: Discrete Choice Methods with Simulation

Guest Instructor: 
Daniel Kemptner
Time I: 
Wednesday,
02:00pm to 05:30pm
Venue I: 
DIW Berlin, Mohrenstraße 58, Karl Popper Room
Description: 

This is the first course of a sequence of two courses on structural econometrics offered by the DIW Graduate Center. It focuses on discrete choice models for cross section and panel data. It 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
Semester: 
Spring 2019
Affiliation: 
Deutsches Institut für Wirtschaftsforschung
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