Бакалавриат
2026/2027
Экспериметрика
Статус:
Курс по выбору (Экономика)
Кто читает:
Департамент теоретической экономики
Где читается:
Факультет экономических наук
Когда читается:
4-й курс, 2 модуль
Охват аудитории:
для своего кампуса
Преподаватели:
Тремьюэн Джеймс Кристофер Росс
Язык:
английский
Кредиты:
3
Контактные часы:
28
Course Syllabus
Abstract
This course will cover a range of statistical tools useful for the analysis of experimental data, with a focus on text data and applications in Behavioural Economics. The first classes will introduce the use of text as data and some basic techniques of Natural Language Processing. The majority of the course will be taken up with the estimation of structural behavioural models using experimental data. The techniques developed in the course will be applied to the core topics of decision-making under uncertainty, social preferences, and bounded rationality. Students will learn how to use experimental data to estimate key parameters from prospect theory (e.g. risk and loss aversion), models of altruism and fairness-concerns, level-k models, and quantal response equilibria. We will explore how these parameters can vary within and across sub-populations using finite-mixture and random-effects models. Programming in class will be performed in R, however prior knowledge is not required.
Learning Objectives
- Using text data as an input into economic research
- Building structural models to test hypotheses
- Estimation and comparison of structural models
- Knowledge of fundamental behavioural models
Expected Learning Outcomes
- Use R to estimate structural models using maximum likelihood
- Compare non-nested models using Vuong and Clarke tests
- Estimate parameters of prospect theory models
- Learn to process text data for use with statistical techniques
Course Contents
- Text as data
- Maximum likelihood estimation
- Structural modelling
- Prospect theory
- Social norms and Social preferences
- Level K models
- Quantal response equilibrium
