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DTSTART;TZID=Europe/Berlin:20260202T103000
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CREATED:20250813T082403Z
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UID:990000506-1770028200-1770042600@cgde-home.de
SUMMARY:Econometrics II
DESCRIPTION:Course type\nIWH-DPE Foundation Course\, CGDE First-year Course \nLecturers\nProfessor Dr Felix Noth (IWH and Otto von Guericke University Magdeburg) and Professor Dr Kamila Cygan-Rehm (TU Dresden) \nSummary\nThis is the second course of the first-year triple sequence in Econometrics.\nEconometrics II turns to modern causal-inference designs—regression-discontinuity\, difference-in-differences\, event-studies\, and matching methods—and explores their practical implementation and identification assumptions. \nSchedule\n15.12.2025 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room\n05.01.2026 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room\n19.01.2026 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room\n02.02.2026 10:30-12:00 and 13:00-14:30 IWH\, Leipziger Str. 100\, 3rd floor\, Conference Room \nContent\n1. Regression Discontinuity\n2. Difference-in-Differences (DiD)\n3. Event Studies\n4. Advanced DiD and Event Studies\n5. Matching Methods \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 Discontinuity\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 6.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 20. Hull RDD slides (https://about.peterhull.net/metrix). \n2. Difference-in-Differences (DiD)\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 9.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapters 17-18. \n3. Event Studies\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 9.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapters 17-18. \n4. Advanced DiD and Event Studies\nAsjad Naqvi’s DiD tutorial (https://asjadnaqvi.github.io/DiD/).\nRoth\, J. (2022). Pretest with caution: Event-study estimates after testing for parallel trends. American Economic Review: Insights\, 4(3)\, 305–322.\nRoth\, J. (2024). Interpreting event-studies from recent difference-in-differences methods. arXiv:2401.12309.\nRoth\, J.\, Sant’Anna\, P. H.\, Bilinski\, A.\, & Poe\, J. (2023). What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. Journal of Econometrics\, 235(2)\, 2218–2244. \n5. Matching Methods\nCunningham\, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 5.\nHuntington-Klein\, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 14. \nRegistration\nPlease register for the course until November 15\, 2025 by sending an e-mail to cgde@iwh-halle.de.
URL:https://cgde-home.de/event/econometrics-ii/2026-02-02/
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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