Courses:

Nonlinear Econometric Analysis >> Content Detail



Assignments



Assignments

Special software is required to use some of the files in this section: .r, .ascii, and .csv. This section contains documents that could not be made accessible to screen reader software. A "#" symbol is used to denote such documents.

Amazon logo When you click the Amazon logo to the left of any citation and purchase the book (or other media) from Amazon.com, MIT OpenCourseWare will receive up to 10% of this purchase and any other purchases you make during that visit. This will not increase the cost of your purchase. Links provided are to the US Amazon site, but you can also support OCW through Amazon sites in other regions. Learn more.


Part A – Chernozhukov



ASSIGNMENTSADDITIONAL FILES
Problem set A-1 (PDF)
Problem set A-2 (PDF)

women.txt (TXT)

men.txt (TXT)

Amazon logo Amemiya, Takeshi. "Tobit Models." Chapter 10 in Advanced Econometrics. Cambridge, MA: Harvard University Press, 1985, pp. 360-411. ISBN: 9780674005600.

Problem set A-3 (PDF)

engel.r (R)

penn46.ascii (ASCII)

engle.csv (CSV)

mcmc.txt (TXT)

Newey, W. K. "Discrete Choice and Censoring." (PDF)

Koenker, Roger, and Yannis Bilias. "Quantile Regression for Duration Data: A Reappraisal of the Pennsylvania Reemployment Bonus Experiments." Empirical Economics 26 (2001): 199-220.

Koenker, Roger. "Quantile Regression in R: A Vignette." (PDF)#

qreg command, STATA manual.




Part B – Newey


Problem set B-1 (PDF)

Problem set B-2 (PDF)

Problem set B-3 (PDF)


 








© 2017 Coursepedia.com, by Higher Ed Media LLC. All Rights Reserved.