Economics 871: Cross-Section Econometrics
Contact Information:
Office:
Monroe 224
Phone #:
(434) 924-6754
E-mail:
sns5r@virginia.edu
Recommended Texts:
Class Notes
Hardle, W., Applied Nonparametric Regression, Cambridge University Press, 1989.
Pagan, A. and A. Ullah, Nonparametric Econometrics, Cambridge University Press, 1999.
Hsiao, Cheng, Analysis of Panel Data, Cambridge University Press, 1986.
Maddala, G. S., Limited Dependent and Qualitative Variables in Econometrics, Cambridge University Press, 1983.
Curriculum:
Introduction
Review of Asymptotic Theory with
homework
Pooling Time Series and Cross-Section Data
Limited Dependent Variables: Discrete Choice Models
Limited Dependent Variables: Censored Models
Survival Analysis
Simulation Methods
Structural Estimation Methods
Semiparametric Methods
Papers to discuss in class
Empirical Project
Practice Problems
Prerequisites:
It will be assumed that students are comfortable with the material covered in Econ 771 and Econ 772.
Course Work and Grading:
65% Final
20% Midterm
15% Homework
I am willing to negotiate with individual students concerning replacing a high quality paper for a final exam.
Papers on JSTOR (zipped pdf files)
Most of the papers on JSTOR (zipped pdf files)
A few more might be
here,
here,
and
here.
Old exams
Final Grades
Links:
Department of Economics at UVa
Includes major and minor information
Maintained by
Steven Stern