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Advanced Applied Econometrics

Information

  • 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.
  • Termine der Vorlesungen, Übungen und Tutorien finden Sie

    Termine der Vorlesungen, Übungen und Tutorien finden Sie

    Termine der Vorlesungen, Übungen und Tutorien finden Sie

    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: 

Theory:

  • The classic linear regression model
  • Tests with the linear regression model 
  • Generalized linear Model
  • Asymptotics
  • Maximum Likelihood
  • Instrument variablen / GMM
  • Structural breaks
  • Unit roots and cointegration

Application:

  • Evaluation of causal effects 
  • Fixed Effects und Difference-in-Difference estimator
  • Regression Discontinuity Designs
  • Robuste standarderrors and Clustering
  • Structural estimation with experimental data