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Lehrende: Prof. Dr. Jan Marcus
Veranstaltungsart:
Interaktive Lehrveranstaltung
Anzeige im Stundenplan:
Econ51
Semesterwochenstunden:
4
Credits:
10,0
Unterrichtssprache:
Englisch
Min. | Max. Teilnehmerzahl:
- | 45
Kommentare/ Inhalte:
Course Outline:
1. Fundamentals of Probability
2. Fundamentals of Mathematical Statistics
3. The Ordinary Least Squares Estimator (OLS)
4. Causality and the Counterfactual Framework
5. OLS and Causality: Endogeneity and Biases
6. Instrumental Variables Regressions
7. Difference-in-Differences Regressions
8. Pooling Cross Sections Across Time. Simple Panel Data Methods
9. Advanced Panel Data Methods
10. Models for Limited Dependent Variables
Lernziel:
The objective of this course is to prepare students for basic and advanced empirical work in economics. Successful completion of this course should allow students to read and understand much of the professional empirical literature in economics and related fields. The course also provides hands-on experience in econometric analysis designed to help students to acquire the skills necessary to carry out their own empirical research using the data analysis software Stata.
Vorgehen:
Course materials (lecture slides, exercises and data sets) will be made available online at STiNE.
The lecture is supplemented by an introduction to the statistical software package Stata on two Fridays in October as well as by regular classroom exercises.
Literatur:
Angrist, J. D., & Pischke, J.-S. (2009). Mostly harmless econometrics: An empiricist’s companion. Princeton: Princeton University Press.
Angrist, J. D., & Pischke, J.-S. (2015). Mastering'metrics: The Path from Cause to Effect. Princeton: Princeton University Press.
Cameron, A. C. and Trivedi, P. K. (2009), Microeconometrics Using Stata, Stata Press.
Greene, W. H. (2008), Econometric Analysis, 6th edition, Prentice Hall.
Morgan, S. L., & Winship, C. (2007). Counterfactuals and causal inference: Methods and principles for social research. Cambridge: Cambridge University Press.
Verbeek, M. (2000), A Guide to Modern Econometrics, New York: John Wiley & Sons.
Wooldridge, J.M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press,
Cambridge MA, chapter 20.
Wooldridge, J.M. (2009), Introductory Econometrics. A Modern Approach, 4th edition, South-Western.
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