Advanced Applied Econometrics
- The course is usually offered in winter semester.
- In addition to the lecture exercises are offered where mathematical problems of the lecture are discussed and solved. It is suggested that students prepare the tasks beforehand.
Times of lectures and exercises can be found on KLIPS2.0
Content and Goals
Students will implement and discuss different methods of estimation and testing. They will apply proper econometric models and the corresponding methods of inference in order to conduct empirical studies in modern Macro- and Microeconometrics.
Contents of the module are:
- The classic linear regression model
- Tests with the linear regression model
- Generalized linear Model
- Maximum Likelihood
- Instrument variablen / GMM
- Structural breaks
- Unit roots and cointegration
- Evaluation of causal effects
- Fixed Effects und Difference-in-Difference estimator
- Regression Discontinuity Designs
- Robuste standarderrors and Clustering
- Structural estimation with experimental data