MQE: Econometrics - Advanced Methods
Prof. Dr. Derya Uysal
MQE and MGSE students
Thursday, 8-12, Schackstr. 4 seminar room 413.
The lecture starts on 09.01.2020.
Tuesday 8-12, CIP-Pool III (Ludwigstr. 28, RG)
The tutorial starts on 14.01.2020
The objective of the course is to help students understand several important advanced techniques in econometrics
and utilize them in empirical research and practical applications. Emphasis of the course will be
placed on understanding the essentials underlying the core techniques, and developing the ability to relate
the methods to important issues faced by a practitioner.
2. Maximum Likelihood & Pseudo ML
3. MM and GMM
5. Simulation-based methods
6. Non-/semi-parametric estimation
7. Machine Learning Basics, Lasso and Ridge Regression
There will be a written final exam on 27.02.2020, 10:00-12:00; Prof.-Huber-Pl. 2, room Lehrturm V002.
Cameron, A.C. and Trivedi, P.K. (2005), Microeconometrics. Cambridge: Cambridge Univ. Press
Wooldridge, J.M. (2010), Econometric analysis of cross section and panel data. 2nd ed., Cambridge, Mass: MIT Press
Hansen, B.E. (2019): Econometrics, current manuscript, www.ssc.wisc.edu/~bhansen/econometrics.
Hastie, T., Tibshirani, R., and Friedman, J. (2009): The Elements of Statistical Learning, Springer.