364-0585-01L  PhD Course: Applied Econometrics

SemesterHerbstsemester 2022
DozierendeP. Egger
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch


KurzbeschreibungIn this course, we will address three blocs of selected problems: (i) estimation of fixed and random effects panel data models for single equations and systems of equations; (ii) estimation of models with endogenous treatment effects or sample selection; (iii) estimation of models with interdependent data (so-called spatial models).
LernzielThe main agenda of this course is to familiarize students with the estimation of econometric problems with three alternative types of problems: (i) estimation of fixed and random effects panel data models for single equations and systems of equations; (ii) estimation of models with endogenous treatment effects or sample selection; (iii) estimation of models with interdependent data (so-called spatial models). Students will be able to program estimation routines for such problems in STATA and apply them to data-sets. They will be given a data-set and will have to work out empirical problems in the context of a term paper.
SkriptFor panel data analysis, I will rely on the book:
Baltagi, Badi H. (2005), Econometric Analysis of Panel Data, Wiley: Chichester.

For sample selection and endogenous treatment effect analysis, I will rely on the book:
Wooldridge, Jeffrey M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press: Cambridge, MA.

For spatial econometrics:
I will mostly use papers.

I will prepare a script (based on slides), covering all topics.