Statistics, Econometrics and Quantitative Methods

S325 Applied Microeconometrics

Details

Lecturer:Prof. Dr. Martin Biewen, Dipl.-Volksw. Gideon Becker
Profiles:

B.Sc. in Economics and Business Administration
B.Sc. in International Economics
B.Sc. in International Business Administration

Prerequisites:Quantitative Methods in Economics and Business Administration recommended
Language:English
Time and Place:

Mon 12:15-13:45, Room: E03, Mohlstr. 36
Wed 8.30-10:00, Room: E09, Mohstr. 36

Start:16.10.2013
Exam:Written exam (60 Min.)
Credits:6 ECTS

Course Outline

1) Introduction

2) Basic concepts from statistics

3) Linear regression

4) Instrumental variables, 2SLS

5) Linear panel data models

6) Maximum likelihood estimation

7) Binary response models

8) Multinomial response models

9) Ordered response models

10) Limited dependent variables

11) Selection models

12) Duration models

13) Count data models

14) Quantile regression

Practical Sessions

28.10.2013Introduction to Stata
25.11.2013Problem Set 1
27.11.2013Problem Set 2
02.12.2013Problem Set 3
18.12.2013Problem Set 4
15.01.2014Problem Set 5
27.01.2014Problem Set 6
29.01.2014Problem Set 7

Course Materials

Course materials will be made available through Ilias.

Literature

Wooldridge: Introductory Econometrics

Winkelmann/Boes: Analysis of Microdata

Wooldridge: Analysis of Cross-Section and Panel Data

Cameron/Trivedi: Microeconometrics

Baum: An Introduction to Modern Econometrics Using Stata

Cameron/Trivedi: Microeconometrics Using Stata