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DTSTART;TZID=Europe/Berlin:20251103T103000
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DTSTAMP:20260502T114350
CREATED:20250813T080733Z
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UID:990000484-1762165800-1762180200@cgde-home.de
SUMMARY:Econometrics I
DESCRIPTION:Course type\nIWH-DPE Foundation Course\, CGDE First-year Course \nLecturer\nProfessor Dr Felix Noth (IWH and Otto von Guericke University Magdeburg) \nSummary\nThis is the first course of the first-year triple sequence in Econometrics.\nEconometrics I introduces state-of-the-art methods in causal inference for microeconometric applications. We revisit foundational techniques such as linear regression\, panel-data methods\, and instrumental-variables estimation\, placing special emphasis on interpreting OLS coefficients and understanding uncertainty via standard errors. \nSchedule\n20.10.2025 10:30-12:00 and 13:00-14:30 IWH\, Kleine Märker Str.8 \, main building\, Conference Room\n03.11.2025 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room\n17.11.2025 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room\n01.12.2025 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room \nContent\n1. Regression Review\n2. Causality & Potential Outcomes\n3. Panel Data\n4. Standard Errors\n5. Instrumental Variables \nCourse requirements\nAttendance at all lectures is mandatory and a prerequisite to take the final exam.\nStudents are required to complete four online quizzes\, each consisting of true/false and multiple-choice questions. These quizzes assess the content of the corresponding week’s lectures and required readings. To qualify for the final exam\, students must pass at least three out of the four quizzes.\nThe course concludes with a 60-minute\, closed-book written final exam. This exam is comprehensive and covers all material from Econometrics I. Only students who have fulfilled the quiz requirement are permitted to sit for the final exam. \nRequired Reading\n1. Regression Review\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 2.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 13.\n\n2. Causality & Potential Outcomes\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapters 3-4.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapters 6-9\, 10.\n\n3. Panel Data\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 8.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 16.\n\n4. Standard Errors\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapters 2.25-2.27.\nPetersen\, M.A. (2008). Estimating standard errors in finance panel data sets: Comparing approaches. The Review of Financial Studies\, 22(1)\, 435–480.\nAbadie\, A.\, Athey\, S.\, Imbens\, G. W.\, & Wooldridge\, J. M. (2023). When should you adjust standard errors for clustering? The Quarterly Journal of Economics\, 138(1)\, 1–35.\nWooldridge\, J. M. (2023). What is a standard error? (And how should we compute it?). Journal of Econometrics\, 237(2)\, 105517.\n\n5. Instrumental Variables\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 7.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 19.\nPeter Hull’s lecture notes (https://about.peterhull.net/metrix). \nRegistration\nPlease register for the course until September 30\, 2025 by sending an e-mail to cgde@iwh-halle.de.
URL:https://cgde-home.de/event/econometrics-i-2/2025-11-03/
LOCATION:Halle Institute for Economic Research (IWH) – Member of the Leibniz Association\, Leipziger Straße 100\, 06108 Halle (Saale)\, conference room\, 3rd floor\, Leipziger Strasse 100\, 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
ORGANIZER;CN="Professor Dr Felix Noth":MAILTO:Felix.Noth@iwh-halle.de
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