Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.


After completing this course, students will develop an understanding of the identification of structural econometric models in relation to economic and econometric theory; compare and apply linear and nonlinear, parametric/nonparametric/semiparametric estimators; understand the theory and estimation strategies behind dynamic discrete choice models. 

Credits: 5

Schedule: 30.10.2021 - 17.12.2021

Teacher in charge (valid for whole curriculum period):

Teacher in charge (applies in this implementation): Ciprian Domnisoru, Otto Toivanen

Contact information for the course (applies in this implementation):

CEFR level (valid for whole curriculum period):

Language of instruction and studies (applies in this implementation):

Teaching language: English. Languages of study attainment: English


  • valid for whole curriculum period:

    The course analyzes the structural estimation and testing of nonlinear models. It explores relationships between economic theory, identification, estimation and econometric practice.

    Topics covered:

    1.      Introduction: data generating processes and economic theory.
    2.      Overview of estimators: estimators for linear data generating processes, parametric nonlinear processes, nonparametric and semiparametric estimators.
    3.      Large sample theory and testing for nonlinear estimators.
    4.      Dynamic discrete choice models: representation, identification, estimation examples, finite dependence.

Assessment Methods and Criteria
  • valid for whole curriculum period:


  • valid for whole curriculum period:

    The course consists of 16 live/recorded lectures and discussion sessions (10 hours), where the lecture material and homework assignments are discussed.


Study Material
  • valid for whole curriculum period:

     lecture notes and reading list

Substitutes for Courses


Further Information
  • valid for whole curriculum period:

    The course is based on live (recorded) public lectures delivered over the weekend and made available by Robert A. Miller, Richard M. Cyert and Morris DeGroot Professor of Economics and Statistics, Carnegie Mellon University. Weekly discussion sessions are held by the course instructor, Ciprian Domnisoru, covering the material presented over the weekend and homework questions.

    Teaching Period:

    Period II, Fall 2021

    Course Homepage:

    Registration for Courses: In the academic year 2021-2022, registration for courses will take place on Sisu ( instead of WebOodi.