S422 Advanced Microeconometrics (MSc)
Details
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 | |
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.
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