Statistics, Econometrics and Quantitative Methods

S422 Advanced Microeconometrics (MSc)


Lecturer:   Prof. Dr. Martin Biewen, Miriam Sturm, 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
Language:   English
Time and Place:  

Mon, 10-12, Unikasse, HS 11
Tue, 08-10, Nauklerstr. 35, -0.04 Seminarraum 1
Wed, 12-14, Neuphilologicum, HS 037

Start:   15.04.2019
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

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

Practical Sessions:

CHANGED Wed 24.04.2019 Problem Set 1
Tue 14.05.2019 Problem Set 2
Tue 28.05.2019 Problem Set 3
Tue 04.06.2019 Problem Set 4
Tue 18.06.2019 Problem Set 5
Mon 24.06.2019 Problem Set 6
Tue 25.06.2019 Problem Set 7
Wed 26.06.2019 Problem Set 8
Wed 03.07.2019 Problem Set 9
Tue 09.07.2019 Problem Set 10
CHANGED Mon 15.07.2019 Problem Set 11
Wed 24.07.2019 Problem 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