• Introduction to Structural Econometrics, for Ph.D. students

A manuscript is coming soon.

Session 1: What is Structural Econometrics?

Slides  -  .R starting file .R solution file

 Session 2: Dynamic Programming and Recursive Models

Slides -  .R starting file  -  .R solution file

Session 3: Monte-Carlo Methods

Slides -  .R starting file  -  .R solution file

Session 4: Simulation-based Estimation

Slides -  .R starting file  -  .R solution file

Session 5: State-space Representation

Slides

Session 6: Numerical Tools

Slides

Project for the course

Starting file -  Example linear -  Example BBPR