Advanced Econometrics: Microeconometrics
- The course is usually offered in summer 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
Contents and Goals
Students will learn advanced microeconometric methods for discrete and limited dependend variables in order to analyze the behavior of companies, households and customers based on individual data. These skills will enable the students to conduct their own studies on (micro) econometric questions but will also enable them to understand and question current scientific contributions.
Contents of the module are:
- Estimation of parameters and hypothesis tests of non-linear models
- Binary Selection models
- Multinominal models
- Models for limited dependend variables
- Count Data models
- Linear and non-linear panel models
In computer exercises the students will apply these methods to microeconometric data sets.