Instructor: Denis Pelletier

Office: 4162 Nelson Hall

Email: denis_pelletier@ncsu.edu

Web: http://www4.ncsu.edu/~dpellet

Office hours: Tuesday 3:15pm - 4:30pm or by appointment.

You can download the syllabus.

**Problem Sets**

- Problem set #1. The due date is Thursday, September 18.
- Problem set #2. The due date is Tuesday, September 30. The Zip file containing the dataset and some Matlab code.
- Problem set #3. The due date is Thursday, October 30.
- Problem set #4. The due date is Thursday, November 13. The Zip file containing the dataset and some Matlab code.
- Problem set #5. The due date is Tuesday, November 25. The Zip file containing the dataset and some Matlab code.

**Classroom material**

- Library's electronic reserve. You will need to login with your unity account to access these documents.

**Computer labs**

- Matlab introduction.
- Basics of vectors and matrices operations, functions, nonlinear optimization. You can download the code and data here.
- Maximum Likelihood estimation. You can download the code here.
- GMM estimation. You can download the code here.