授课内容：应用计量经济学
授 课 人：宛教授
授课时间：2018年10月 周五—周日 5—8节
授课地点：舜耕校区3501
主办单位：财政税务学院
授课大纲：（中文授课）
Topics in Applied Econometrics
The primary objective of the course is to provide an introduction to econometrics
methods which are used in a variety of fields in applied economics, including labor
economics, development, and empirical industrial organization. While applications
and implementation of the methods are the main focus of the course, their
econometric foundation will also be discussed. The course will also covers some
recent developments in econometric theory and their applications, e.g. inference in
partially identified models.
Part I: Basics [9 classes]
1. Basic theory of Extremum Estimation [3]
a. Regression Models
b. Maximum Likelihood
c. GMM
2. Fundamentals of Hypothesis Testing [3]
a. Hypothesis, Tests, and Optimal Tests
3. Nonparametric Methods [3]
a. Kernel Estimation
b. Sieve Estimation
Part II: Casual Inference [21 classes]
4. Instrumental Variable with Heterogeneous Treatment Effect [4]
5. Marginal Treatment Effect [4]
6. Matching Estimators [4]
7. Regression Discontinuity [4]
8. Difference in Difference [3]
9. Control Function [2]
Part III: Structural Models [9 classes]
10. Discrete Choice and Limited Dependent Variable Models [3]
11. Econometrics of Discrete Games [3]
12. Empirical Auction [3]
Part IV: Additional Topics [9 classes]
13. Panel Data Models [3]
14. Topics in Partial Identification [3]
15. Application of MCMC in Frequentist Inference [3]
Part V: Seminars [6 classes]
16. Seminar 1. TBA [3]
17. Seminar 2. TBA [3]
