Midterm Exam (20%) and Final Exam (40%): These exams will ask you partly to repeat proofs given in class, and also to construct proofs analogous to those given in class. You will also be given various examples of data asked to identify (and prove) which estimators are appropriate for these data. Sample questions will be given out closer to the exam dates.

Problem Sets (20%): You will be asked to identify and prove properties of estimators analogous to those discussed in class, and to compte estimations on actual data sets using Stata. in some cases, you will simply use pre-designed estimators on the data, and in other cases, you will construct your own estimators.

Paper (20%): You will write a short paper that answers a particular estimation problem using a dataset of your choice. The length of the paper is not important; what matters is that it shows a complete explanation of the problem to be solved, the data used, the difficulties estimating the parameters of interest using the given data, how these difficulties will be overcome, the results of the estimation, and any problems solved or puzzles raised by your results.

Course 

Requirements