Seminar für empirische Wirtschaftsforschung (Prof. Winter)
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Sprachumschaltung

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Inhaltsbereich

Microeconometric models and methods

Dozent:

Dr. Florian Heiss

Schedule

Lecture: Wednesday, 16.00 – 18.30 (s.t.), Ludwigstr. 28 RG, #025
Class: Thursday, 18.00 – 19.30 (s.t.), Ludwigstr. 28 RG, CIP-Pool

The lecture will start in the first week on Wed., April 22.

Audience

Graduate (i.e., advanced master and doctoral) students in economics. This course will build on material discussed in Advanced Econometrics, so it is a prerequisite. Students should expect to spend considerable time trying to convince Stata to cooperate. If you don’t like computers and programming, this course is not for you.

Course description and outline

The course gives an overview over modern methods in microeconometrics. It opens a few black boxes known from Advanced Econometrics and gives a hands-on introduction to other approaches including their implementation in PC classes. A goal is to enable students to develop and estimate models tailored to the problem at hand instead of having to tailor their model to available software. Topics include classical M-estimation, estimation by simulation and numerical approximation, and non- and semi-parametric methods. The applications discussed in the course have a focus on limited dependent variable models.

Literature

A textbook which covers most topics discussed in this course is:
A.C. Cameron and P.K. Trivedi (2005): “Microeconometrics”. Cambridge University Press.
The lecture will try to be compatible in the approach and notation to this book.
Additional references which cover some issues in greater detail will be given in class.

Downloads

are provided on the password-protected download page.