Universität Wien

040063 UK Advanced Microeconometrics (MA) (2015S)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

This is an advanced course in microeconometrics that will introduce and discuss selected topics in advanced microeconometric methods and their applications. The course will provide students with a thorough understanding of a variety of econometric methods that economists use for empirical microeconomic research, with attention being given to the application of these methods to economic data.

Moodle

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 50 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

  • Donnerstag 05.03. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 10.03. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Dienstag 17.03. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 19.03. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 24.03. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Mittwoch 25.03. 15:00 - 16:30 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Donnerstag 26.03. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 14.04. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 16.04. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 21.04. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Mittwoch 22.04. 15:00 - 16:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Donnerstag 23.04. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 28.04. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 30.04. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 05.05. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 07.05. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 12.05. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Montag 18.05. 15:00 - 16:30 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Montag 18.05. 16:45 - 18:15 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Dienstag 19.05. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Mittwoch 20.05. 15:00 - 16:30 Studierzone
  • Donnerstag 21.05. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Donnerstag 28.05. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 02.06. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Mittwoch 03.06. 15:00 - 16:30 Studierzone
  • Dienstag 09.06. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 11.06. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 16.06. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 18.06. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 23.06. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 25.06. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Dienstag 30.06. 15:00 - 16:30 Seminarraum 3 Oskar-Morgenstern-Platz 1 1.Stock

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

1. Introduction (Causal and Noncausal models; Data Structure)
2. Brief Review of Basic Methods (OLS; IV; Hypothesis tests; Specification tests)
3. Limited Dependent Variable Estimation (Binary Models; Multinomial Models)
4. Tobit and Selection Models
5. Models for Count Data
6. Robust Regression Methods
7. Quantile Regression Methods
8. Sampling and Survey Design
9. Average Treatment Effects (Propensity Score Methods; Matching Methods; Regression Discontinuity)
10. Duration Analysis

Art der Leistungskontrolle und erlaubte Hilfsmittel

The course will be assessed through a combination of class presentations (20%), an empirical project (30%), a midterm exam (20%) and a final exam (30%).

Mindestanforderungen und Beurteilungsmaßstab

The overall aim of the course is to provide students with an understanding of advanced microeconometric methods and their application. The course will provide students with a thorough understanding of a variety of econometric methods that economists use for empirical microeconomic research. Attention will be given to the application of these models to economic data in empirical research, in order to illustrate how they can be employed to answer real-world questions of economic interest. After completing the course, the student should have acquired the tools necessary to understand papers and undertake empirical analysis on microeconometric topics. The course will also provide a background for students undertaking further graduate study, or aiming at answering empirical economic questions in a government agency, international organisation or the private sector.

Students are expected to have a good knowledge of econometric methods for cross-section and/or panel data (e.g. the winter semester course Microeconometrics).

Prüfungsstoff

The course will be taught through a combination of: (1) lectures introducing the topics; (2) example classes; and (3) student presentations.

Literatur

Angrist, J.D. and J-S. Pischke, 2009. Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton: NJ, Princeton University Press.

Cameron, A.C. and P.K. Trivedi, 2005. Microeconometrics: Methods and Applications. Cambridge: UK, Cambridge University Press.

Koenker, R., 2005. Quantile Regression. Cambridge: UK, Cambridge University Press.

Wooldridge, J.M., 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge: MA, The MIT Press.

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mo 07.09.2020 15:28