BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CGDE - ECPv6.15.0.1//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CGDE
X-ORIGINAL-URL:https://cgde-home.de
X-WR-CALDESC:Events for CGDE
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:Europe/Berlin
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20230326T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20231029T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Berlin:20231009T093000
DTEND;TZID=Europe/Berlin:20231009T130000
DTSTAMP:20260502T021954
CREATED:20250215T235327Z
LAST-MODIFIED:20250215T235416Z
UID:990000166-1696843800-1696856400@cgde-home.de
SUMMARY:Econometrics
DESCRIPTION:Lecturer: several lecturers\nBegin: 09.10.2023\nWork load: 150 hours / 6 ECTS\nLecture: Bi-weekly\, 16 x 90 minutes / in person at IWH\nTime:  09:30–11:00 and 11:30–13:00\nI. Introduction (Day 1 and Day 2)\n1. Review of Linear Models and Asymptotic Theory\nDate: 09.10.2023 (via Zoom)\nTime: 09:30–11:30\nLecturer: Dr André Diegmann\, IWH \n2.    Instrumental Variables \n3.    Regression Discontinuity\nDate: 23.10.2023\nLecturer: Professor Dr Felix Noth\, IWH and Otto von Guericke University Magdeburg \nII. Multivariate Kernel Regression and Finite-Sample Inference (Day 3 and Day 4)\n4. Introduction to Nonparametric Models\nDate: 07.11.2023 (Tuesday)\nLecturer: Jordan Adamson\, PhD\, University of Leipzig \n5. Introduction to Nonparametric Inference\nDate: 21.11.2023 (Tuesday)\nLecturer: Jordan Adamson\, PhD\, University of Leipzig \nIII. Causal Inference (Day 5) \n6. Matching\nDate: 04.12.2023 (via Zoom)\nTime: 09:30–11:00\nLecturer: Professor Xiang Li\, PhD\, IWH and Martin Luther University Halle-Wittenberg \n7. Differences-in-Differences\nDate: 04.12.2023 (via Zoom)\nTime: 11:30–13:00\nLecturer: Professor Dr Felix Noth\, IWH and Otto von Guericke University Magdeburg \nIV. Time Series (Day 6 and Day 7) \n8. Time Series I\nDate: 08.12.2023 (Friday\, via Zoom)\nLecturer: Professor Dr Malte Rieth\, Martin Luther University Halle-Wittenberg \n9. Time Series II\nDate: 09.01.2024 (Tuesday)\nLecturer: Professor Dr Malte Rieth\, Martin Luther University Halle-Wittenberg \nV. Special Topics (Day 8)\n10. Empirical Methods in Lab and Field Experiments\nDate: 22.01.2024\nTime: 09:30–11:00\nLecturer: Professor Dr Sabrina Jeworrek\, IWH and Otto von Guericke University Magdeburg \n11. Machine Learning Methods for Economics and Finance\nDate: 22.01.2024\nTime: 11:30–13:00\nLecturer: Professor Dr Fabian Wöbbeking\, IWH and Martin Luther University Halle-Wittenberg \nProblem sets\nThere will be eight assignments throughout the term. At the end of each day\, the lecturer will post assignments\, which are due on the day before the next lecture (11.59 pm). In order to complete the course\, six problem sets (at least one from every block indicated by Roman numbers) will have to be successfully passed. \nSelected Literature\nAlthey\, S.; Imbens\, G. W. (2019): Machine Learning Methods that Economists Should Know About. Annual Review of Economics 11\, 685-729. \nAngrist\, J. D.; Pischke\, J.-S. (2015): Mastering Metrics. Princeton University Press. \nAngrist\, J. D.; Pischke\, J.-S. (2009): Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press. \nCameron\, A.C.; Trivedi\, P.K. (2005): Microeconometrics\, Methods and Applications\, Cambridge University Press. \nGelman\, A.; Carlin\, J. B.; Stern\, H. S.; Dunson\, D. B.; Vehtari\, A.; Rubin\, D. B. (2013): Bayesian Data Analysis\, Third Edition. Chapman & Hall/CRC Press. \nGreene\, W.H. (2017): Econometric Analysis\, 8th edition\, Pearson. \nImbens\, G. W.; Rubin\, D. B. (2015): Causal Inference for Statistics\, Social\, and Biomedical Sciences: An Introduction. Cambridge University Press. \nKilian\, L.; Lütkepohl\, H. (2017): Structural Vector Autoregressive Analysis\, Cambridge University Press\, 2017. \nMcElreath\, R. (2020): Statistical Rethinking. A Bayesian Course with Examples in R and Stan. Chapman & Hall/CRC Press. \nWinkelmann\, R.; Boes\, S. (2006): Analysis of Microdata. Springer. \nWooldridge\, J. M. (2010). Econometric analysis of cross section and panel data. MIT press. Additional lecture-specific literature may be announced separately.
URL:https://cgde-home.de/event/econometrics-2/2023-10-09/
LOCATION:Halle Institute for Economic Research (IWH) – Member of the Leibniz Association\, Kleine Maerkerstrasse 8\, 06108 Halle (Saale)\, conference room (ground floor)\, Kleine Märkerstraße 8\, Halle (Saale)\, Saxony-Anhalt\, 06108\, Germany
CATEGORIES:First-Year Courses
ATTACH;FMTTYPE=image/svg+xml:https://cgde-home.de/wp-content/uploads/2025/02/first_year_courses.svg
END:VEVENT
END:VCALENDAR