Assignments

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." (This resource may not render correctly in a screen reader.PDF)

qreg command, STATA manual.

 

Part B – Newey

Problem set B-1 (PDF)

Problem set B-2 (PDF)

Problem set B-3 (PDF)