Seminar für empirische Wirtschaftsforschung (Prof. Winter)
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Sprachumschaltung

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Inhaltsbereich

Structural Microeconometrics

Lecturers

Dr. Gregory Veramendi

Audience

Master students in economics interested in structural microeconometrics.

Schedule

  • Lecture: Monday, 08:00–12:00, Geschw.-Scholl-Pl.1 (A) - A119
  • Tutorial: Thursday, 10:00-12:00, Economic History Library, Ludwigstr. 33, 4th floor, room 444.

Overview

This course is designed to introduce students to structural microeconometrics.We will review main concepts and methods as established in key classic papers in labour. If time allows, we will supplement the course with select papers from I/O and Public literatures. The course will cover: basic numerical/computational techniques, identification in structural models, specification of models, and estimation strategies. The aim of the course is to set students on the path to both conduct their own research and to be a critical consumer of structural estimation research.

An introduction to a programming language and best programming practices will be provided in tutorial sessions during the first part of the course.

Prerequisites

  • Students should be comfortable with MLE and GMM estimation.
  • Programming Experience is useful, but not required.

Literature

  • Discrete Choice Methods with Simulation - Train; Numerical Methods in Economics - Judd

Downloads

The schedule and downloads will be provided to participants after first lecture.

Exam

  • Date and Time: tba
  • Location: tba