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Microeconometrics

  • Teacher(s): J.Maurer
  • Course given in: English
  • ECTS Credits: 6 credits
  • Schedule: Spring Semester 2018-2019, 4.0h. course (weekly average)
  •  séances
  • Related programme: Master of Science (MSc) in Economics

 

Objectives

This course introduces students to commonly used methods for analyzing specific types of micro data with a main focus on limited dependent variable models. The covered methods are first discussed during the lectures and then applied to actual data during laboratory exercises. In addition, students are asked to use selected methods taught during the course for a small individual research project (paper of less than 1500 words). By the end of the course, the students should be able to: (a) Formulate empirical problems involving micro data; (b) select appropriate econometric methods; (c) understand methods of estimation and be able to implement them using appropriate software; (d) interpret the results of the analysis; (e) communicate their findings in form of a paper and presentation.

Contents

The main topics covered during the course are:

  1. Maximum likelihood refresher
  2. Binary response models
  3. Multinomial response models
  4. Censoring, truncation and sample selection
  5. Count data models

Sessions will be split between lectures and practical exercises, including laboratory work. The software package used for the laboratoy work is STATA.

References

The main material for the course will be given in class.

A good reference for the covered material is:

Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. MIT Press.

In addition, the following textbooks may serve as useful general references:

Amemiya T. (1985). Advanced Econometrics. Harvard University Press.

Cameron, C. A. and Trivedi, P. K. (2005). Microeconometrics. Methods and Applications. Cambridge University Press.

Cameron, C. A. and Trivedi, P. K. (2010). Microeconometrics Using Stata. STATA Press.

Greene, W.H. (2007). Econometric analysis. Prentice Hall.

Maddala, G. S. (1983). Limited-dependent and Qualitative Variables in Econometrics. Cambridge University Press.

Pre-requisites

Solid background in basic econometrics. Familiarity with the software package STATA.

Evaluation

First attempt

Exam:
Written 2h00 hours
Documentation:
Not allowed
Calculator:
Not allowed
Evaluation:

The final grade is the weighed average of the exam result (45%), the grade of an short individual research paper (45%) and an evaluation of a presentation of the paper in class (10%).

Retake

Exam:
Written 2h00 hours
Documentation:
Not allowed
Calculator:
Not allowed
Evaluation:

The final grade is the weighed average of the result of the re-take exam (60%) and the grade of an short individual research paper (40%).



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