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Lecture: PD Dr. Alexander Spermann
  Randstad Deutschland
  Email: email senden
Tutorial: Markus Zimmermann, Olga Orlanski


Course Information

  • Language: The course is taught in English and open to Diploma, IMP, and Master students
  • Credit points: 4
  • Exam: 26 February 2014, 11:00-13:00 (90 minutes), HS 2004
  • Retake: 24 June 2014, 14:00-16:00 (90 minutes), HS 1098

Lectures + Tutorials

All lectures/tutorials will take place in the PC Pool 2114a.

  • Friday, November 8, 2013, 15-20
  • Friday, November 29, 2013, 15-20
  • Friday, December 13, 2013, 15-20
  • Friday, January 10, 2014, 15-20
  • Friday, January 17, 2014, 15-20
  • Friday, January 24, 2014, 15-20
  • Friday, February 7, 2014, 15-20



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


Evaluation Problem

Problem Set 1

  • Caliendo, M. (2006). Microeconometric Evaluation of Labor Market Policies. Read Chapter 1 (book is available in the Semesterapparat)
  • 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)
  • Verbeek, M. (2012). A Guide to Modern Econometrics. Read Chapter 5, in particular sections 5.2.3 and 5.2.4.


Topic 2: Social- and Quasi Experiments

Social Experiments

Probit ATE Mannheim

Problem Set 2

  • 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.


 Topic 3: Matching


Job Placement Vouchers

Problem Set 3

  • Cameron, A. and P. Trivedi (2005). Microeconometrics. pp. 889-898.
  • Hille, A. and J. Schupp (2013): How Learning a Musical Instrument Affects the Development of Skills, IZA Discussion Paper No. 7655
  • 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


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

Minimum Wages

Problem Set 4

  • Paloyo, A. R., S. Schaffner and C.M. Schmidt (2013): Special Issue on the effects of minimum wages in Germany: Editorial, German Economic Review 14, 255-257. Link to the Journal
  • Rattenhuber, P. (2013): Building the minimum wage: the distributional impact
    of Germany’s first sectoral minimum wage on wages and hours across different wage bargaining regimes, Empirical Economics, August 2013. Link to the Journal


Topic 5: Natural Experiments: Instrumental Variables

IV Estimation

Problem Set 5

  • 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
  • Bazen, S. (2011). Econometric Methods for Labour Economics, Oxford University Press, pp. 26-31. Here
  • Economics Focus: Cause and Defect. Here
  • Heckman, J.J. and S. Urzua (2009). Comparing IV with Structural Models: What Simple IV Can and Cannot Identify. IZA Discussion Paper No. 3980
  • 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


Topic 6: Quasi-Experimental Design: Regression Discontinuity

Regression Discontinuity Design

  • 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


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
  • Fryer, Jr., Roland (2010). Financial Incentives and Student Achievement: Evidence from Ranomized Trials. NBER Working Paper Nr. 15898. Here
  • Levit, Steven A. 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 (2013). The Economics of Imperfect Labor Markets, 2nd edition, Princeton 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.
  • Wooldridge, Jeffrey (2013). Introductory Econometrics: A Modern Approach. Cincinnati, OH: South-Western College Publishing, 5th edition.

Mathematical foundations

  • Chiang, Alpha C. and Kevin Wainwright (2005). Fundamental Methods of Mathematical Economics. 4th ed., McGraw-Hill.
  • Hoy, Michael et al. (2011). Mathematics for Economics, 3rd editon, MIT Press.



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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