| Dozent | Dr. Stefan Hoderlein |
| Eignung | ab dem siebten Semester |
| Zeit und Ort | Blockveranstaltung - s.unten |
| Klausur | 120 Minuten (mündliche Prüfung möglich) |
| Leistungspunkte | 7 |
| Literatur | 1. Wooldridge, Econometric Analysis of Cross Section and Panel data. 2. Fan and Gijbels, Local Polynomial Regression. 3. Horowitz, Semiparametric Econometrics, lecture notes. |
Course outline
Advanced Econometrics - Microeconometrics from a Semiparametric Perspective
This course is concerned with a rigorous, state-of-the-art introduction to Micro-econometrics. In particular, we will review many of the more recent contributions in Microeconometric Theory. While the focus of this course is theoretical, we will also be concerned with applications and the applicability of these methods. More specifically, we will consider nonparametric regression methods, as well as methods and models for binary and categorial dependent variables, for limited dependent variables in generel, and for models of selection. We will also discuss more general nonparametric IV models. The course is accompagnied by classes with computer, as well as excercises including proofs. Prerequisits are: Introductory Econometrics (at the level of the first three chapters of Hayashi (2000) )
Time
- 16. Juni 06 E 03, Mohlstr. 36, 10.00 - 15.00 Uhr
- 17. Juni 06 E 03, Mohlstr. 36, 10.00 - 15.00 Uhr
- 30. Juni 06 E 03, Mohlstr. 36, 10.00 - 15.00 Uhr
- 01. Juli 06 E 03, Mohlstr. 36, 10.00 - 15.00 Uhr
- 14. Juli 06 E 03, Mohlstr. 36, 10.00 - 15.00 Uhr
- 15. Juli 06 E 03, Mohlstr. 36, 10.00 - 15.00 Uhr
- 28. Juli 06 E 03, Mohlstr. 36, 09.00 Uhr - 13.00 Uhr
Practical class
- 22. Juni 06, 13.00 - 16.00 Uhr, PC-Labor, Nauklerstr.
- 23. Juni 06, Raum 332, Mohlstr. 36, 10.00 - 12.00 Uhr
- 06. Juli 06, 13.00 - 16.00 Uhr, PC-Labor, Nauklerstr.
- 07. Juli 06, Raum 332, Mohlstr. 36, 10.00 - 12.00 Uhr
- 20. Juli 06, 13.00 - 16.00 Uhr, PC-Labor, Nauklerstr.
- 21. Juli 06, E 03, Mohlstr. 36, 10.00 - 12.00 Uhr