Economics 221 - Advanced Econometrics
Syllabus
Retrospective Estimation of Causal Effects Through Time - 02FEB08
Estimating Average Marginal Effects in Nonseparable Structural Systems
Conditional Independence In Statistical Theory
ASE Chapter 7, Section 7.2: Efficiency and Exogeneity
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations
Structural Systems, Conditional Exogeneity, and Granger Causality
A Consistent Characteristic Function-Based Test for Conditional Independence
A Nonparametric Hellinger Metric Test for Conditional Independence
Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative
Approximate Nonlinear Forecasting Methods