Topics in econometrics

These notes are from the 2011 version of this course.
The current version is here.

Syllabus (tex)

Lecture notes and slides

  1. Treatment heterogeneity notes ( tex)
  2. Quantile regression notes ( tex)
  3. Dynamic structural models notes ( tex)


  1. Questions, data, code (Nov. 2 2011: there was a small error in the first version of this code posted, it has been corrected. Also added cubic splines as possible series), tex file of question
  2. Questions, tex file of question
  3. Questions, tex file of questions , data