Advanced Topics in Econometrics I

Description

This course discusses selected modeling techniques for the analysis of cross-section and panel data on microeconomic units such as persons, households, firms or regions. The course starts with an overview of key concepts in Statistics and Econometrics. It then discusses important principles of estimation and inference in Microeconometrics. Depending on the students’ background, we may cover topics such as nonparametric estimation, recent methods for causal inference, the bootstrap and methods for nonstandard inference. While the course focuses on the theory and implementation of econometric estimators with Stata, we will also discuss leading economic applications and research papers.

If you consider taking this course, please email me as soon as possible so that we can arrange a meeting with all participants at the beginning of the semester to discuss the contents of the course.

Syllabus

Schedule