363-0585-00L Intermediate Econometrics
| Semester | Herbstsemester 2019 |
| Dozierende | N. Strecker, S. Ding |
| Periodizität | jährlich wiederkehrende Veranstaltung |
| Lehrsprache | Englisch |
Lehrveranstaltungen
| Nummer | Titel | Umfang | Dozierende | ||||
|---|---|---|---|---|---|---|---|
| 363-0585-00 V | Intermediate Econometrics | 2 Std. |
| N. Strecker, S. Ding |
Katalogdaten
| Kurzbeschreibung | The aim of the course is to discuss different econometric models and their empirical applications. We will cover cross-sectional linear and non-linear regression models, models for estimating treatment effects, and linear panel data models. |
| Lernziel | By the end of the course, students should understand the different existing approaches, their applicability, and their advantages and disadvantages. They should be able to read and understand regression output tables. Additionally, students will be able to apply the estimation approaches in practice using STATA. |
| Inhalt | The lectures will consist of both theoretical and practical components. In the theoretical part, we will discuss each estimation approach in detail. The lecture will present the assumptions, derivations, as well as the advantages and disadvantages of the estimation approach. In the empirical part, we will look at simulation results using artificial data. Furthermore, we will investigate a particular research question using STATA. The course will tentatively cover the following subjects: - review of ordinary least squares (OLS) estimation - instrumental variable estimation and two-stage least squares estimation - seemingly unrelated regression models - simultaneous equation models - maximum likelihood estimation - binary response models - count data models - censored and truncated regression models - sample selection models - treatment effect models - static linear panel data models (random effects and fixed effects estimation) For the theoretical portions of the lectures, we will prepare slides for in-class discussion. Slides will be distributed electronically before each lecture. For the applied portion of the lectures, we will provide STATA do files, log files, and data sets. Problem sets will also be made available after every lecture. These problem sets will not be collected or graded, but students can use them in order to prepare for the final exam. Solutions will be made available in the following lecture. While there is no required textbook for the course, we draw from the following texts, which are also recommend for the preparation of the exam: - Wooldridge, J.M. (2015). Introductory Econometrics. - Wooldridge, J.M. (2010). Econometrics of Cross Section and Panel Data. - Cameron, A.C. and P. Trivedi (2005). Microeconometrics. Methods and Applications. - Cameron, A.C. and P. Trivedi (2009). Microeconometrics Using Stata. - Angrist, J.D. and Pischke, J.-S. (2009). Mostly Harmless Econometrics. |
| Literatur | Jeffrey M. Wooldridge: Introductory Econometrics; Jeffrey M. Wooldridge: Econometric Analysis of Cross Section and Panel Data; A. Colin Cameron and Pravin K. Trivedi. Microeconometrics: Methods and Applications. Joshua A. Angrist and Jörn-Steffen Pischke: Mostly Harmless Econometrics. |
Leistungskontrolle
| Information zur Leistungskontrolle (gültig bis die Lerneinheit neu gelesen wird) | |
Leistungskontrolle als Semesterkurs | |
| ECTS Kreditpunkte | 3 KP |
| Prüfende | N. Strecker, S. Ding |
| Form | Sessionsprüfung |
| Prüfungssprache | Englisch |
| Repetition | Die Leistungskontrolle wird in jeder Session angeboten. Die Repetition ist ohne erneute Belegung der Lerneinheit möglich. |
| Prüfungsmodus | schriftlich 90 Minuten |
| Zusatzinformation zum Prüfungsmodus | Schriftliche Prüfung 90 Min. |
| Hilfsmittel schriftlich | keine. |
| Diese Angaben können noch zu Semesterbeginn aktualisiert werden; verbindlich sind die Angaben auf dem Prüfungsplan. | |
Lernmaterialien
| Keine öffentlichen Lernmaterialien verfügbar. | |
| Es werden nur die öffentlichen Lernmaterialien aufgeführt. |
Gruppen
| Keine Informationen zu Gruppen vorhanden. |
Einschränkungen
| Keine zusätzlichen Belegungseinschränkungen vorhanden. |
Angeboten in
| Studiengang | Bereich | Typ | |
|---|---|---|---|
| Agrarwissenschaften Master | Methods in Agricultural Economics | W+ |  |
| Management, Technologie und Ökonomie Master | Wahlfächer | W | |