Economics 8747: Applied Industrial Organization |
Fall 2003 | |
| Contact: Collin Starkweather | Economics Department | |
| Phone: (303) 492-4784 (do not leave messages) | University of Colorado | |
| E-mail: | Boulder, CO 80309-0256 |
ResourcesAn online introduction to Gauss. Gauss 5.0 Quick Start Guide Gauss 5.0 User's Guide Gauss 5.0 Language Reference
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Numerical AssignmentsTwo numerical assignments are to be completed using your numerical software of choice. Note that all data, sample code, and sample output will be formatted and generated by and for Gauss. Assignment #1 involves constructing several simple regressions. Both Poisson and Probit maximum likelihood (ML) estimations are to be generated based on sample datasets. A generalized method of moments (GMM) estimation is also to be generated based on data taken from example 11.3 in section 11.5.2 of Green's Econometric Analysis (4th edition). Assignment #2 is a bit more complex. Based on Train's Discrete Choice Methods with Simulation, a ML estimation is to be performed based on both "flat" and nested fixed coefficients logit models. Next, another ML estimation is to be performed based on a random coefficients logit model. See Train, pp. 83-4 and 148-9 for more information on the nested and random coefficients logit specifications. Last modified November 17, 2003 |