Economics 8120 Advanced Econometrics Fall 2011

Course Stuff ECON 8120 Home Projects Course-Related Links Course Outline Other Stuff Economics Home Page Graduate Program Terry College of Business

PROJECTS Project 1 Paper by Lancaster on Bootstrap properties Paper by Cameron on Cluster Bootstrap Paper by Davidson & MacKinnon on Bootstrap Inference Paper by Zhu -- intuition why wild boot. gives White cov. matrix est. Handout: Monte Carlo, Jackknife, and . Bootstrapping Handout: Gibbs Sampling Demo for Project 1 tsp code: bootstrapping tsp code: omitted var bias Project 2 Convergence or Not? Multinomial Logit and Ordered Probit Bootstrapping the two-step Probit Model Project 3