February 8th – 18th , 2021
Topics in Econometrics
Course Description: In this series of lectures, we will cover the foundations of modern graduate-level econometrics. We will start with the background from matrix algebra and probability theory, including asymptotics. We will then provide a comprehensive treatment of the least-squares and instrumental variables estimation methods, including the generalized method of moments. If time permits, we will discuss maximum likelihood estimation of the binary probit and logit models.
Dr. Vadim Marmer
Dr. Marmer is the Director of the Graduate Program at Vancouver School of Economics.
He received his undergraduate and Master’s degrees in Economics from the Hebrew University of Jerusalem, Israel. He worked at the Bank of Israel and taught as an instructor at the Hebrew University before continuing to PhD studies at Yale University in New Haven, USA. He received his PhD in Economics from Yale in 2005.
His main area of research is econometrics, where he has been working on the issues of misspecification, identification, statistical inference for auctions, and nonlinear and non-stationary time series. He has published several scholarly papers including seven papers in Journal of Econometrics, which is a leading scholarly journal in econometrics.
February 14th – 26th , 2021
Topics in Microeconomics
Course description: This course is an introduction to advanced microeconomic theory, and it is intended to lay the foundation for graduate work in economics. We will begin with a rigorous review of the fundamentals of the theory of the consumer, the neoclassical producer theory and the theory of competitive markets. We will then discuss how strategic interaction affects transactions within and between firms through the examination of concepts of game theory and oligopoly. Course topics include, but are not restricted to, consumer theory, producer theory, choice under uncertainty, competitive markets, general equilibrium and welfare, monopoly and market power, game theory, oligopoly.
Dr. Cristián Troncoso-Valverde
Dr. Troncoso-Valverde is Professor in Economics at Universidad Nacional Andrés Bello in Chile and an Associate Member of Lima School of Economics since 2015.
He received his Ph.D in Economics from the University of British Columbia. He holds a BSc in Business Administration (First Class Honors) from Universidad de Talca, Chile, and an MA in Economics from Concordia University, Canada.
His research focuses on topics related to Mechanism Design, Informational Economics and Industrial Organization, and has been published in leading journals such as Economic Theory, The Journal of Economic Theory and the B.E. Journal of Economic Analysis & Policy.
February 1st to 11th, 2021
Mathematics for Economists
The study of modern economics requires a set of analytical tools not commonly taught in undergraduate programs. This can make the transition of economic majors to a graduate program sometimes challenging. In this course, the primary goal is to provide the mathematical tools needed to successfully navigate through modern economics. We will cover a variety of topics, such as linear algebra, real analysis, calculus, and optimization, their basics and how to use them in economic applications.
Dr. Jorge Catepillán
Dr. Catepillán is an Assistant Professor of Economics at Universidad de Piura and a member of Lima School of Economics.
In 2018, Dr. Catepillán obtained his PhD in Economics from Northwestern University, in Evanston, Illinois. He received his undergraduate degree in Industrial Engineering and his master degree in Economics (Summa cum laude) from Universidad de Chile.
Dr. Catepillán has taught Real Analysis for Economists at the PhD level at Pontificia Universidad Católica de Chile. He has also been a consultant for the World Bank and the Chilean Ministry of Education.
