364-0585-01L  PhD Course: Applied Econometrics

SemesterAutumn Semester 2022
LecturersP. Egger
Periodicityyearly recurring course
Language of instructionEnglish



Courses

NumberTitleHoursLecturers
364-0585-01 VPhD Course: Applied Econometrics
Block course
28s hrs
04.10.09:15-17:00LEE F 118 »
05.10.09:15-17:00LEE F 118 »
06.10.09:15-17:00LEE F 118 »
07.10.09:15-17:00LEE F 118 »
P. Egger

Catalogue data

AbstractIn 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).
ObjectiveThe 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.
Lecture notesFor 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.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits2 credits
ExaminersP. Egger
Typegraded semester performance
Language of examinationEnglish
RepetitionRepetition only possible after re-enrolling for the course unit.
Additional information on mode of examinationStudents have to write papers instead of an exam. The papers will be graded.

Learning materials

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Only public learning materials are listed.

Groups

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Restrictions

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Offered in

ProgrammeSectionType
Doctorate Management, Technology, and EconomicsEconomicsWInformation