Jason Blevins’s Notebook
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This is the public notebook of Jason Blevins, a private area within the xbeta wiki. These pages are continually evolving notes and should be treated as such. Many pages are incomplete and some may even be incorrect (hopefully not, but please email me if you do find any errors). When in doubt, always refer to the primary sources.

Topics

• Duration models
• Industrial organization
• Simulation estimation
• Particle filtering
• Datasets
• Discrete choice
• Panel data discrete choice
• Panel data
• Algorithms
• SQLite

Papers

Econometrics

• Heckman and Honoré (1989): “The identifiability of the competing risks model”
• Graham, Imbens, and Ridder (2006): “Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis”
• Aradillas-Lopez and Tamer (2007): “The Identification Power of Equilibrium in Games”

Statistics

• Meinhold and Singpurwalla (1983): “Understanding the Kalman Filter”
• Chib and Greenberg (1995): “Understanding the Metropolis-Hastings Algorithm”

Copyright © 2007–2009 Jason Blevins. All rights reserved.