In 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).
Lernziel
The 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.
Skript
For 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.
Leistungskontrolle
Information zur Leistungskontrolle (gültig bis die Lerneinheit neu gelesen wird)
Leistungskontrolle als Semesterkurs