2023 - Statistics & Econometrics III (TA)
PhD course, European University Institute, Department of Economics, 2023
Dynamic Economics: Quantitiative Methods and Applications
I was Teaching Assistant (TA) for Russell W. Cooper. This course was mainly focused on estimators building on the Generalized Method of Moments (GMM) approach. This included Simulated Method of Moments (SMM) and Indirect Inference.
The course was built around the book by Adda and Cooper and the lectures were application based, drawing on dynamic optimization problems for households and the stochastic growth model.
My role was to solve and present to the students the solutions to each of the three problem sets. These required solving, simulating and estimting the parameters of a asset pricing model, the stochastic growth model with endogenous labor supply and a car replacement model.
Moreover, we had two additional sessions to give the students a head start with their problem sets. In the first session, we revised discretization methods, such as Tauchen (1986) or Rouwenhorst (1995); while in the second session, I explained the use of Local Projections as a basis for indirect inference.
