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Topics in Microeconometrics

Prof. Bernd Fitzenberger, Ph.D.


  • Wednesday, 24.10.2012, 13:00–17:00, HS 1136
  • Wednesday, 14.11.2012, 14:00–18:00, HS 1132
  • Wednesday, 28.11.2012, 14:00–18:00, Hermann-Herder-Str. 9 - HS 01 020a (Übungsraum)
  • Wednesday, 12.12.2012, 14:00–18:00, HS 1132
  • Wednesday, 09.01.2013, 14:00–18:00, HS 1132
  • Wednesday, 23.01.2013, 14:00–18:00, Hermann-Herder-Str. 9 - HS 01 020a (Übungsraum)


Directions to Hermann-Herder Straße:


Four exercise sessions (taught by Markus Zimmermann) take place during the semester, which are all to be attended (KG II, PC-Pool -1001b):

  • Wednesday, 21.11.2012, 14:00-19:00, PC-Pool 1001b
  • Wednesday, 05.12.2012, 14:00-19:00, PC-Pool 1001b
  • Wednesday, 16.01.2013, 14:00-19:00, PC-Pool 1001b
  • Wednesday, 30.01.2013, 14:00-19:00, PC-Pool 1001b



Exam: Wednesday 13 February 2013, 10:00-12:00, HS 1010

Retake: Tuesday, 2 April 2013, 14:00-16:00, HS 2121

Credits: 6

Target Group: Diploma students, Master students, Ph.D. students. 

Grade: The grade will be based on two graded problem sets including empirical exercises (40%) and a written final exam (60%).

Course Description:

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 Wooldridge's textbook on “Econometric Analysis of Cross Section and Panel Data” and Cameron/Trivedi “Microeconometrics – Methods and Applications”. 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 innovative 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.


Knowledge of econometrics at the level of the courses “Einführung in die Empirische Wirtschaftsforschung” or “Intermediate Econometrics” and



  1. Review of the linear Regression Model for Cross-Sectional Data and basic linear panel estimation (random effects, fixed effects). References: WO Chapters 1–5, 10, CT Chapters 4, 21, 22, AP Chapters 3–4
  2. Introduction to Regression Discontinuity Design (RDD). References:  PU, WO Chapter 18, CT Chapter 25.6, AP Chapter 6

          2.1    Nonparametric Regression
          2.2    Estimation of Treatment Effects, Potential Outcome Approach
          2.3    RDD: Sharp Version
          2.4    RDD: Fuzzy Version

Main References:

  • AP: Angrist, J. D. and J.-S. Pischke (2009): Mostly Harmless Econometrics – An Empiricist’s Companion, Princeton University Press.
  • CT: Cameron, A. C. and P. K. Trivedi (2005): Microeconometrics – Methods and Applications, Cambridge University Press.
  • GR: Greene, W. (2008): Econometric Analysis, 6th ed., International Edition, Prentice Hall.
  • H: Härdle, W. (1990): “Applied Nonparametric Regression”, Cambridge University Press.
  • HL: Härdle, W. and O. Linton (1994): “Applied Nonparametric Methods”, in: Handbook of Econometrics, Vol. 4, R. F. Engle und O. F. McFadden, (eds.), Elsevier Science.
  • PU: Pagan, A. and A. Ullah (1999): Nonparametric Econometrics, Cambridge University Press.
  • WO: Wooldridge, J. M. (2010): Econometric Analysis of Cross Section and Panel Data. 2nd edition, Cambridge, MA: MIT Press (see also: http://mitpress.mit.edu/Wooldridge-EconAnalysis).

Further References:

  • Imbens, G. and T. Lemieux (2008): “Regression Discontinuity Designs: A Guide to Practice”, Journal of Econometrics.
  • David S. Lee and T. Lemieux (2009): “Regression Discontinuity Designs in Economics”, NBER Working Paper, No. 14723.

Further Information:

Further references, particularly regarding the method of Regression Discontinuity Design and the application of the methods, will be given in the course. The basic estimation techniques will be implemented in the PC Pool using the econometric package TSP. We have a site license for TSP (both for Windows and MAC PCs) which can be used by students. TSP Inter-national (see www.tspintl.com) provides numerous examples for using the program for advanced estimation problems. The User’s guide and the Reference Manual for TSP are available under http://www.tspintl.com/products/userref.htm.



Abteilung für Empirische Wirtschaftsforschung und Ökonometrie

Raum 2309

Platz der Alten Synagoge

D-79085 Freiburg

Tel.: 0761 203-2338

Fax: 0761 203-2340

Benutzerspezifische Werkzeuge