S422 Advanced Microeconometrics (MSc)
Details
| Lecturer: | Prof. Dr. Martin Biewen, Marian Rümmele, MSc | |
| Profiles: | M.Sc. Accounting and Finance M.Sc. Data Science in Business and Economics M.Sc. Quantitative Data Science Methods M.Sc. Economics and Finance M.Sc. in European Economics M.Sc. in European Management M.Sc. in General Management M.Sc. in International Business M.Sc. in International Economics M.Sc. in Management and Economics M.Sc. in Economics Ph.D. Studies | |
| Prerequisites: | Basic knowledge of probability theory, linear algebra and econometric methods | |
| Language: | English | |
| Time and Place: | Mon, 12:15-13:45, HS 09, Neue Aula Tue, 8:30-10, HS S320 Hölderlinstr./Sigwartstr. Wed, 12:15-13:45, HS 09, Neue Aula | |
| Start: | 19.04.2022 | |
| Exam: | Written Exam (90 Min.) | |
| Credits: | 9 ECTS |
Course Outline
1) Conditional Expectations and Linear Projections
2) Basic Asymptotic Theory
3) Single Equation OLS estimation
4) Single Equation IV estimation
5) Systems of Equations OLS/GLS estimation
6) Systems of Equations IV estimation
7) Linear Unobserved Effects Panel Data Models
8) M-estimation, Nonlinear Regression, and Quantile Regression
9) Generalized Method of Moments and Maximum Likelihood Estimation
10) Discrete Response Models
11) Corner Solutions, Censoring, and Selection Models
12) Evaluation of Treatment Effects
13) Duration Analysis
Course Schedule
The solution to the problem sets will be presented in the practical sessions. We urge you to (at least try to) solve the problem sets before the corresponding practical session takes place. It is only in this way that you will be properly prepared for the exam.
The practical sessions will take place on the following days. All other days are lecture days.
| Mon 02.05.2022 | Problem Set 1 |
| Mon 16.05.2022 | Problem Set 2 |
| Wed 25.05.2022 | Problem Set 3 |
| Mon 13.06.2022 | Problem Set 4 |
| Tue 14.06.2022 | Problem Set 5 |
| Wed 15.06.2022 | Problem Set 6 |
| Wed 22.06.2022 | Problem Set 7 |
| Wed 29.06.2021 | Problem Set 8 |
| Wed 06.07.2021 | Problem Set 9 |
| Wed 13.07.2021 | Problem Set 10 |
| Wed 20.07.2021 | Problem Set 11 |
| Wed 27.07.2021 | Problem Set 12 |
Course Materials
Course materials can be accessed in Ilias. Log on with your university account, register for the course and click through all the folders. Download all documents to your personal computer as you might not always have access to the internet.
Literature
Wooldridge, J.: Econometric Analysis of Cross Section and Panel Data
Cameron, A.C., P.K. Trivedi: Microeconometrics, Methods and Applications
Cameron, A.C., P.K. Trivedi: Microeconometrics Using Stata