ARE 213 is intended to introduce students to a variety of applied econometric techniques. In order to better supply variety, the course will be taught in three different parts, by three different instructors.
The first five weeks (August 26--September 27) will be taught by Elisabeth Sadoulet, who will focus on techniques for estimating problems with qualitative and limited dependent variables.
The subsequent three weeks of the course (September 30--October 18) will be taught by Michael Hanemann, who will focus on estimation problems related to production and consumption.
The final seven weeks (October 21--December 6) will be taught by Ethan Ligon, who will tackle the general theme of data dependence. In exploring this theme we will begin by exploring linear time series analysis. From there, we will move on to the use of GMM for nonlinear estimation, and thence to cross-sectional estimation when observations are not independent. We shall see that many of the techniques developed in the time-series context can also be applied to the cross-sectional environment.