Microeconometrics

Key Info

Basic Information

Studypath:
Master in Management, Business and Economics
Semester:
2
Course Type:
Lecture
Language:
English
Cycle:
Irregular
Scheduling:
Entire semester
Course Units:
5.0
Credits:
5.0
Compulsory Attendance:
No

Lecturer

  • Univ.-Prof. Dr.rer.pol. Almut Balleer

The following details taken from the examination regulations MSWIWI/14, SMPO 2. Änderungsordnung (zum WS 17/18) are for information purposes only and not legally binding. For legally binding information, please refer to the corresponding official examination regulations of the program Master in Management, Business and Economics.

Syllabus

Estimation of linear and nonlinear models with cross-sectionald and panel data;
OLS, instrumental variable estimation, fixed and ran-dom effects, binary choice models, selection models, duration models;
Programming with STATA

Objectives

Acquisition of skills to conduct basic and advanced empirical analysis in cross-sectional and panel data in order to answer economic questions
Ability to read and judge empirical studies critically

Prerequisites

Introductory econometrics
Statistics, matrix algebra

Examination

Examination (80%, graded, 60min.), Paper (20%, graded)

Further Information

No information available in English at the moment.

Literature

Accompanying Literature:
- Main reference: Jeffrey M. Wooldridge: Econometric Analysis of Cross-
Section and Panel Data, 2002
- Cameron, A. Colin and Pravin K. Trivedi: Microeconometrics, 2005
- Badi H. Baltagi: Econometric Analysis of Panel Data, 3rd edition, 2005

Literature to refresh basic econometrics:
- Stock, James H., und Mark W.Watson, Introduction to Econometrics, 2nd/3rd edition, Boston.
- Wooldridge, Jeffrey, Introductory Econometrics - A Modern Approach, South-
Western Cengage Learning, 4th edition, 2009.
- Judge, George G. et al, Introduction to the Theory and Practice of Econometrics, Wiley, 2nd edition, 1988.
- Greene, William H., 2008, Econometric Analysis, Prentice Hall, 2011.