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Microeconometrics

Announcements

  • The retake exam review in Microeconometrics will take place on Wednesday, 15.05.13, at 10:00-11:00 am in room 2312.
  • The exam review in Microeconometrics will take place on Wednesday, 27.03.13, at 2:00 pm in room 2305.
  • 11.02.2013: The final examination on February 14 will start at 8:15. The exam lasts 120 minutes.
  • 23.01.2013: The tutorial on Friday, 01.02.2013, is rescheduled for Friday, 08.02.2013. Please check the outline below for room changes.
  • 10.01.2013: Lecture and Tutorial on Friday, 11.01.2013, are cancelled. Please check the outline below for rescheduled dates.

 

Course Information

  • Language: The course is taught in English and open to Diploma, IMP, and Master students
  • Credit points: 4
  • Exam: 14.02.2012, 08:00-10:00, HS 2121
  • Retake: 03.04.2012, 09:00-11:00, HS 2006

 

Instructors

Lecture: PD Dr. Alexander Spermann
  Randstad Deutschland
  Email: email senden
   
Tutorial: Marina Furdas
  Email: email senden

 

 

Lectures

  • Friday, 26.10.2012, Room: HS 1009, Time: 17:00-20:00
  • Friday, 16.11.2012, Room: HS 1009, Time: 17:00-20:00
  • Friday, 30.11.2012, Room: HS 1009, Time: 17:00-20:00
  • Friday, 14.12.2012, Room: HS 1009, Time: 17:00-20:00
  • Friday, 11.01.2013, Room: HS 1009, Time: 17:00-20:00
  • Friday, 18.01.2013, Room: HS 1009, Time: 17:00-20:00
  • Friday, 01.02.2013, Room: HS 1009, Time: 17:00-20:00

 

Tutorials

  • Friday, 16.11.2012, Room: PC-Pool HS 2114a KG II, Time: 14:00-17:00
  • Friday, 30.11.2012, Room: PC-Pool HS 2114a KG II, Time: 14:00-17:00
  • Friday, 14.12.2012, Room: PC-Pool HS 2114a KG II, Time: 14:00-17:00
  • Friday, 11.01.2013, Room: PC-Pool HS 2114a KG II, Time: 14:00-17:00
  • Friday, 18.01.2013, Room: PC-Pool HS 2114a KG II, Time: 14:00-17:00
  • Friday, 25.01.2013, Room: PC-Pool  -1001b KG II, Time: 14:00-17:00
  • Friday, 01.02.2013, Room: PC-Pool HS 2114a KG II, Time: 14:00-17:00
  • Friday, 08.02.2013, Room: PC-Pool  -1001b KG II, Time: 14:00-17:00

 

 

Course Description

The course aims to provide participants with fundamental knowledge of estimation techniques frequently used in applied microeconomic research. The course will focus on endogeneity issues and evaluation methods such as social, natural, and quasi experiments. The course prerequisites are Mathematics, Statistics, and Econometrics (OLS). Students will learn to implement the estimation techniques in PC-sessions using the econometric package TSP.

 

Outline and Course Material 

 

Topic 1: Introduction to Microeconometrics and the Fundamental Evaluation Problem

  • Lecture slides: Introduction to Microeconometrics, Fundamental Evaluation Problem
  • Verbeek, M. (2008). A Guide to Modern Econometrics. Read Chapter 5, in particular sections 5.2.3 and 5.2.4.
  • Hagen, T. and B. Fitzenberger (2004). Mikroökonometrische Methoden zur Ex-Post-Evaluation. in Hagen, T. and A. Spermann Hartz-Gesetze - Methodische Ansätze zu einer Evaluierung, ZEW Wirtschaftsanalysen 74, S. 45-72 (available in the Semesterapparat)
  • Caliendo, M. (2006). Microeconometric Evaluation of Labor Market Policies. Read Chapter 1 (book is available in the Semesterapparat).
  • Börsch-Supan, A. and J. Köke (2002). An Applied Econometricians' View on Empirical Corporate Governance Studies. German Economic Review, 3(3) pp. 295-326. 
  • Tutorial: Introduction to TSPProblem Set 1, Marginal Effects after Probit Estimation

 

Topic 2: Social- and Quasi Experiments

  • Lecture slides: Probit and ATE, Social Experiments (Update), Case Study (Long-Term Care)
  • Spermann, A. and H. Strotmann (2005). The Targeted Negative Income Tax (TNIT) in Germany: Evidence from a Quasi-Experiment. ZEW Discussion Paper 05-68. Here
  • Greenberg, D. and M. Shroder (2004). The Digest of Social Experiments, Third Edition. Please read p.3-22 (Here) and p.428-429 (Here)
  • Rosholm, M., M. Svarer, and J.M. Pedersen (2012). Why is unemployment so low in Denmark? Evidence from four social experiments. Paper presented at the EEA-ESEM 2012 Conference. Here
  • Cameron, Adrian Colin and Pravin K. Trivedi (2005). Microeconometrics. Methods and Applications. Cambridge University Press. Please read p.48-54.
  • Levitt, Steven D. and John A. List (2009): Was there really a Hawthorne Effect at the Hawthorne Plant? An analysis of the original illumination experiments, NBER Working Paper No. 15016, Cambridge.
  • Tutorial: Problem Set 2

 

Topic 3: Matching

  • Lecture slides: Matching, Application: Job Placement Vouchers
  • Application 1: Winterhager, H., A. Heinze and A. Spermann (2006). Deregulating Job Placement in Europe: A Microeconometric Evaluation of an Innovative Voucher Scheme in Germany. Labor Economics Vol. 13, pp. 505-517. IZA Discussion Paper No. 2109. Here
  • Application 2: Cameron, A. and P. Trivedi (2005). Microeconometrics. pp. 889-898.
  • Tutorial: Problem Set 3

 

Topic 4: Natural Experiments: Diff-in-Diff Estimation, Minimum Wages

 

Topic 5: Natural Experiments: Instrumental Variables

  • Lecture slides: IV Estimation
  • Puhani, P.A., and A.M. Weber (2007). Does the early bird catch the worm? Instrumental variable estimates of early educational effects of age of school entry in Germany. Empirical Economics, 32, 359-386. Here
  • Economics Focus: Cause and Defect. Here
  • Angrist, J.D. and j. Pischke (2010). The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics. IZA Discussion Paper No. 4800
  • Heckman, J.J. and S. Urzua (2009). Comparing IV with Structural Models: What Simple IV Can and Cannot Identify. IZA Discussion Paper No. 3980
  • Bazen, S. (2011). Econometric Methods for Labour Economics, Oxford University Press, pp. 26-31. Here

 

Topic 6: Quasi-Experimental Design: Regression Discontinuity

  • Lecture slides: Regression Discontinuity
  • Lalive R. (2007). Unemployment Benefits, Unemployment Duration, and Post-Unemployment Jobs: A Regression Discontinuity Approach. AEA: Papers and Proceedings, pp 108-112. Here
  • Lee, D.S. and T. Lemieux (2009). Regression Discontinuity Design in Economics. NBER Working Paper 14723. Here
  • Tutorial: Problem Set 6

 

Topic 7: Natural Field Experiments

  • Del Mer, S., D. McKenzie, and C. Woodruff (2010). Field Experiments in Firms. Wage Subsidies in Microenterprises. AER: Papers and Proceedings 100, p. 614-618. Here
  • Roland G. Fryer, Jr. (2010). Financial Incentives and Student Achievement: Evidence from Ranomized Trials. NBER Working Paper Nr. 15898. Here
  • Steven D. Levit and J. A List (2008). Field Experiments in Economics: The Past, the Present, and the Future. NBER Working Paper Nr. 14356. Here

 

Foundations for using TSP


Readings and textbooks

General reading for the course

  • Caliendo, Marco (2006). Microeconometric Evaluation of Labor Market Policies.Springer, Berlin.

Supplementary references

  • Angrist, Joshua D. and Jörn-Steffen Pischke (2009). Mostly Harmless Econometrics. Princeton University Press, New Jersey.
  • Bazen, Stephen (2011). Econometric Methods for Labour Economics, Oxford University Press.
  • Boeri, Tito and Jan van Ours (2008). The Economics of Imperfect Labor Markets.Prienston University Press, New Jersey.
  • Verbeek, Marno (2012). A Guide to Modern Econometrics. 3rd ed., John Wiley, Chichester.

Econometric readings 

  • Cameron, Adrian Colin and Pravin K. Trivedi (2005). Microeconometrics. Methods and Applications. Cambridge University Press.
  • Dougherty, Christopher (2007). Introduction to Econometrics. 3rd ed., Oxford University Press.
  • Gujarati, Damodar (2002). Basic Econometrics. 4th ed., McGraw-Hill.
  • Wooldridge, Jeffrey (2006). Introductory Econometrics: A Modern Approach. Cincinnati, OH: South-Western College Publishing, 3rd ed.

Mathematical foundations

  • Chiang, Alpha C. and Kevin Wainwright (2005). Fundamental Methods of Mathematical Economics. 4th ed., McGraw-Hill.
  • Hoy, Michael et al. (2001). Mathematics for Economics. MIT Press.

 

Kontakt

Abteilung für Empirische Wirtschaftsforschung und Ökonometrie

Raum 2309

Platz der Alten Synagoge

D-79085 Freiburg

Tel.: 0761 203-2338

Fax: 0761 203-2340

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