Topics in Microeconometrics

Aktuelles

• Nachholklausur:
  Der Termin für die Nachholklausur ist der 7. Oktober, 14:00 Uhr, Raum 2130.
• Neuer Klausurtermin:
  Die Klausur Topics in Microeconometrics wird vorgezogen auf Donnerstag, den 29. Juli, 08:00-10:00 Uhr, Raum 1021.
• Vortragsankündigung:
  Am Freitag, den 9. Juli wird Oscar Mitnik im Rahmen der Vorlesung Topics in Microeconometrics einen Vortrag halten zum Thema: "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data". PDF
  Der Vortrag findet um 9.00 st in HS 1016 statt.

Veranstaltungsgrunddaten

• Veranst. SWS 2.0

• Erwart. Teilnehmer 30
• 6 Kreditpunkte
• Language: The course is taught in English.
   

Dozenten

• Prof. Fitzenberger, Ph.D.
• Exercise Session: Dirk Antonczyk
  

Veranstaltungstermine, Räume

• Vorlesung (Lecture):
  • Thursday, 29.04.2010, 09:30 - 13:00, Breisacher Tor, room no. 204
  • Thursday, 06.05.2010, 09:30 - 13:00, Breisacher Tor, room no. 204
  • Thursday, 20.05.2010, 09:30 - 13:00, Breisacher Tor, room no. 204
  • Monday, 31.05.2010, 09:30 - 13:00, Breisacher Tor, room no. 206
  • Thursday, 24.06.2010, 09:30 - 13:00, Breisacher Tor, room no. 204
  • Thursday, 08.07.2010 09:30 - 13:00, Breisacher Tor, room no. 204
   
• Zusätzlich finden drei über das Semester verteilte Übungen mit Umfang von je vier Stunden statt. Alle Übungen sind zu besuchen.
  (Additionally, three exercise session take place during the semester, which are all to be attended.)
  • Thursday, 06.05.2010, 14:00 - 18:00, PC-Pool KG II, room no. -1001b
  • Monday, 31.05.2010, 14:00 - 18:00, PC-Pool KG II, room no. -1001b
  • Thursday, 08.07.2010, 14:00 - 18:00, PC-Pool KG II, room no. -1001b
   

Exams 

• Exam (new): 29. July, 08:00-10:00, room 1021

• Retake: Friday, 8 October 2010, 13:00-15:00, room no. 2121

• Old exams:
  -Summer term 2006
  - Winter term 2008/09 (first exam)
  - Winter term 2008/09 (second exam)

   

Course Outline

With the increasing availability of large cross sectional data sets or even panel data sets (i.e. data with observations on a cross-section of households, firms, regions etc. possibly available over several time periods) and the increasing awareness of the necessity to control for individual heterogeneity when estimating economic relations, microeconometrics has flourished since quite some time. and semiparametric methods relax the functional form assumptions needed. Evaluation of treatment effects, e.g. the effects of policy interventions, has become a major focus in the applied literature. The course provides an up-to-date treatment at the level of and Wooldridge's textbook on "Econometric Analysis of Cross Section and Panel Data" and Cameron/Trivedi "Microeconometrics". The course will give a rigorous introduction for regression analysis based on cross sectional data and panel data and for causal analysis. The second part of the course focuses on the innovate method of Regression Discontinuity Design (RDD) to estimate treatment effects. The focus is both on understanding the methodological concepts and on how to apply the methods discussed. Students will learn to implement the estimation methods using the econometric package TSP.

Course outline (pdf)

Prerequisites

 Knowledge of econometrics at the level of the courses "Einführung in die Empirische Wirtschaftsforschung" and "Mikroökonometrie/Applied Econometrics" and "Microeconometrics".

Course Material

• Introductory Material
  
• 1st Problem Set for PC-Session on 6 May 2010
• Introduction to TSP
• Homework 1
• Part 2
• 2nd Problem Set for PC-Session on 31 May 2010
• Homework 2
• 3rd Problem Set for PC-Session on 08 July 2010