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1. Author :
University of Bonn, Spring 2005
Professor Christian Belzil (CNRS, GATE and IZA)
2。 内容
3。页码 400多
1 Introduction to Estimation: The Method of Moments and the
Sample Analog
Method of moments, Maximum likelihood, Generalized Method of moments.
2 Introduction to Discrete Choices and sample Selection Models
Some Cross Section Discrete Choice Models (optional): Probit, logit, Censored regressions,
Selectivity models
3 Estimation of Treatment Effects
Models with ignorability Assumptions, IV Methods
4 Linear Regression Panel Data Models
Fixed Effects Logit, Random Effects models (Random Effects probit Models, Chamberlain’s
Random Effects Probit model)
5 Static and Dynamic Discrete Choice Panel Data Models
Dynamic Discrete Choices (Initial Conditions, True vs. Spurious State Dependence)
Application: Dynamic Female Labor supply (Hyslop, Econometrica, 1999)
6 Duration Models
Introduction to hazard Models: Specification, Models with Unobserved Heterogeneity, Duration
Dependence, Flexible Estimation, Application: Meyer (1990, Econometrica)
Discrete Durations (Applications: Cameron and Heckman, 1998, Journal of Political Economy)
Multiple Durations (Applications: Ham and Lalonde, Econometrica 1996 and Belzil, 2001,
Journal of Applied Econometrics)
7 Structural Dynamic Discrete Choice Models
An introduction to the estimation of dynamic programming models (Eckstein and Wolpin’s
survey in Journal of Human Resources)
Applications: The Estimation of Job Search Models, Endogenous Schooling Models
1
8 References
² Belzil, Christian (2001) “Unemployment insurance and Subsequent Job Duration: Job
Matching vs Unobserved heterogeneity” Journal of Applied Econometrics, 16 (5); 619-
636.
² Belzil, Christian and Hansen, J¨orgen (2002) “Unobserved Ability and the Return to Schooling”
Econometrica, vol 70, No 6.
² Cameron, Stephen and Heckman, James (2001) “The Dynamics of Educational Attainments
for Black, Hispanic, and White Males” Journal of Political Economy, 109 (3),
455-499
² Cameron, Stephen and Heckman, James (1998) “Life Cycle Schooling and Dynamic Selection
Bias: Models and Evidence for Five Cohorts of American Males” Journal of Political
Economy, 106 (2), 262-333.
² Keane, Michael P. and Wolpin, Kenneth (1997) ”The Career Decisions of Young Men”
Journal of Political Economy, 105 (3), 473-522.
² Eckstein andWolpin (1989) The estimation of Dynamic Stochastic Discrete Choice Models,
Journal of Human Resources
² Ham, John and Robert Lalonde (1996) “The Effect of Sample Selection and Initial Conditions
in Duration Models” Econometrica
² Hyslop, Dean (1999) “State Dependence, serial Correlation and Heterogeneity in Intertemporal
Labor Force Participation” Econometrica vol 67, no 6. pp 1255-1294
² Meyer, Bruce (1990) ”Unemployment Insurance and Unemployment Spells”, Econometrica,
58 (4): 757-782.
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