Part A – Chernozhukov
| ASSIGNMENTS | ADDITIONAL FILES |
|---|---|
| Problem set A-1 (PDF) | |
| Problem set A-2 (PDF) |
women.txt (TXT) men.txt (TXT) Amemiya, Takeshi. “Tobit Models.” Chapter 10 in Advanced Econometrics. Cambridge, MA: Harvard University Press, 1985, pp. 360-411. ISBN: 9780674005600. |
| Problem set A-3 (PDF) |
engel.r (R) penn46.ascii (ASCII) engle.csv (CSV) mcmc.txt (TXT) Newey, W. K. “Discrete Choice and Censoring.” (PDF) Koenker, Roger, and Yannis Bilias. “Quantile Regression for Duration Data: A Reappraisal of the Pennsylvania Reemployment Bonus Experiments.” Empirical Economics 26 (2001): 199-220. Koenker, Roger. “Quantile Regression in R: A Vignette.” (PDF) qreg command, STATA manual. |
Part B – Newey
Problem set B-1 (PDF)
Problem set B-2 (PDF)
Problem set B-3 (PDF)
