• Syllabus
• Reading List
• Tentative Lecture Schedule

Economics 673: Microeconometrics

MWF 9:00-9:50 am

Instructor: Joseph A. Herriges (homepage)

Office: 369 Heady Hall

Office Hours: MWF, 10:00-10:50 am or by appointment

Class Location: 160 Heady Hall

Problem Sets

• Problem Set #1 (Dan Phaneuf's example code for drawing from densities)
• Problem Set #2
• Problem Set #3 (Data Set: Elec.txt)

Answers to Problem Sets

• Answers to Problem Set #1 (code: Prob1F08.m)

Lecture Notes

(These lectures are meant for use by student in Econ 673. They should not be distributed for use by others or quoted.)

• Chapter 1: Introduction
• Chapter 2: Simulation Tools for Estimation and Inference
• Chapter 3: Numerical Maximization
• Chapter 4: Properties of Discrete Choice Models
• Chapter 5: Binary Choice Models
• Chapter 6: Extensions of Binary Choice Models

Matlab Resources

• Various Matlab tutorials on the web:
  • Klaus Moeltner's Matlab instructional material (UN-Reno)
  • Paul Fackler's Matlab Primer (NCState)
  • Matlab tutorial from CENREP (NCState) Microeconometrics Workshop
  • Mathworks: General Matlab tutorial
• Jim LeSage Site for Econometrics Toolbox
• Matlab tech support
• Example MatLab Code using MaxLik: optimization.m and poisson.llik.m

Gauss Resources

• Gauss Overview
• Comparison of Gauss and Matlab code for probit estimation (Gauss code)
• Aptech Gauss Manuals

Other Links

• Example Gauss Code using MaxLik: poisson.gau

Last Update: 10/3/2008