| Title | 笠原博幸先生連続講義 CREPE Lecture Series by Prof. Hiroyuki Kasahara "Non-linear Panel Data Models and Simulation-based Estimation Methods" |
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| Date | 2018年7月4日（水）、11日（水） July 4 and 11, 13:00-16:40 |
| Venue | 東京大学国際学術総合研究棟２階・第７教室にて開催 [地図] Lecture Room No. 7, International Academic Research Building, University of Tokyo [MAP] |
| Lecturer | 笠原博幸（Hiroyuki Kasahara, The University of British Columbia) |
| Abstract | This two-week course covers topics in estimation of panel data models and simulation-based estimation methods. After briefly reviewing estimation methods for linear panel data models (fixed effects, first differences, Arellano and Bond, the system GMM), I will cover estimation methods for non-linear panel data models including correlated random effects probit models, fixed effects logit models, and dynamic discrete choice models. For simulation-based methods, I will cover the simulation maximum likelihood, the method of simulation moments, and the indirect inference while using the multinomial probit model as an example. The emphasis will be on learning how to use various applied econometric techniques rather than technical details. In the second week, the students will present their own work. Regardless of topics and fields, any students who would like to present their work are welcomed. This will give a great opportunity to present your work and get feedback. course syllabus |
| Information | 講義は英語で行われます（Lecture in English） |