Universität Wien
Warning! The directory is not yet complete and will be amended until the beginning of the term.

040063 UK Advanced Microeconometrics (MA) (2014S)

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.

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

  • Monday 03.03. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 04.03. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 10.03. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.03. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 17.03. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 18.03. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 24.03. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 25.03. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 31.03. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 01.04. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 07.04. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.04. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 28.04. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 29.04. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 05.05. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 06.05. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 12.05. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 13.05. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 19.05. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 20.05. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 26.05. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 27.05. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 28.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 02.06. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 03.06. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 16.06. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 17.06. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 23.06. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 24.06. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 30.06. 08:00 - 09:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.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 computer-based exercises (30%), a class presentation (30%) and a final exam (40%).

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 strong background for students undertaking further graduate study, as well economists looking to answer 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 courses Microeconometrics and/or Panel Data Econometrics).

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