Universität Wien
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040063 UK Advanced Microeconometrics (MA) (2015S)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

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

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

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

Information

Aims, contents and method of the course

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

Assessment and permitted materials

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%).

Minimum requirements and assessment criteria

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).

Examination topics

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

Reading list

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.

Association in the course directory

Last modified: Mo 07.09.2020 15:28