S422 Advanced Microeconometrics (MSc)


Lecturer:Prof. Dr. Martin Biewen, Madalina Tapalaga, MSc
Profiles:M.Sc. Accounting and Finance
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
Time and Place:

Mon, 10-12, Room E 04, Mohlstr. 36
Tue, 08-10, Room E 04, Mohlstr. 36
Wed, 12-14, Room E 09, Mohlstr. 36

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) Duration Analysis

Course Schedule

If not indicated otherwise, a given session will be a lecture.

Practical Sessions:

Mon 08.05.2017 Problem Set 1
Mon 29.05.2017 Problem Set 2
Mon 12.06.2017 Problem Set 3
Tue 13.06.2017Problem Set 4
Wed 14.06.2017Problem Set 5
Tue 20.06.2017Problem Set 6
Wed 28.06.2017 Problem Set 7
Mon 10.07.2017 Problem Set 8
Tue 11.07.2017Problem Set 9
Wed 12.07.2017 Problem Set 10
Wed 19.07.2017Problem Set 11
Wed 26.07.2017Problem Set 12

Course Materials

Course materials will be made available through Ilias.


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