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DTSTART;TZID=Europe/Berlin:20241021T093000
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DTSTAMP:20260429T222537
CREATED:20250215T232628Z
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UID:990000070-1729503000-1729515600@cgde-home.de
SUMMARY:Econometrics
DESCRIPTION:Lecturer: several lecturers\nBegin: 21.10.2024\nWork load: 150 hours / 6 ECTS\nLecture: Bi-weekly\, 16 x 90 minutes / in person at IWH\nTime:  *  09:30–11:30 // ** 09:30–11:00 and 11:30–13:00\nProblem sets\nThere will be eight assignments throughout the term. At the end of each day\, the lecturer will post assignments\, which are due within two weeks time. 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. \nI. Introduction (Day 1)\n1. Review of Linear Models and Asymptotic Theory\nDate: 21.10.2024* (Leipziger Straße 100\, Conference Room\, 3rd floor)\nLecturer: Dr André Diegmann\, IWH \nII. Non-linear and Panel Data Models (Day 2 and Day 3)\n2. Panel Data Models\n3. Maximum-likelihood Estimation\nDate: 04.11.2024**\nLecturer: Professor Dr Julia Schaumburg\, Vrije Universiteit Amsterdam \n4. Models for Binary and Categorial Outcomes\n5. Models for Limited Dependent Variables\nDate: 08.11.2024**\nLecturer: Professor Dr Julia Schaumburg\, Vrije Universiteit Amsterdam \nIII. Causal Inference (Day 4 and Day 5)\n6. Instrumental Variables\n7. Differences-in-Differences\nDate: 11.11.2024**\nLecturer: Professor Dr Felix Noth\, IWH and Otto von Guericke University Magdeburg \n8. Matching\nDate: 25.11.2024 (Leipziger Straße 100\, Conference Room\, 3rd floor)\nTime: 09:30–11:00\nLecturer: Professor Xiang Li\, PhD\, IWH and Martin Luther University Halle-Wittenberg \n9. Regression Discontinuity\nDate: 25.11.2024 (Leipziger Straße 100\, Conference Room\, 3rd floor)\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)\n10. Time Series I\nDate: 13.12.2024**\nLecturer: Professor Dr Malte Rieth\, Martin Luther University Halle-Wittenberg \n11. Time Series II\nDate: 07.01.2025** (Leipziger Straße 100\, Conference Room\, 3rd floor)\nLecturer: Professor Dr Malte Rieth\, Martin Luther University Halle-Wittenberg \nV. Special Topics (Day 8)\n12. Empirical Methods in Lab and Field Experiments\nDate: 20.01.2025\nTime: 09:30–11:00\nLecturer: Professor Dr Sabrina Jeworrek\, IWH and Otto von Guericke University Magdeburg \n13. Machine Learning Methods for Economics and Finance\nDate: 20.01.2025\nTime: 11:30–13:00\nLecturer: Professor Dr Fabian Wöbbeking\, IWH and Martin Luther University Halle-Wittenberg \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. \nAdditional literature to prepare for every dates will be announced.
URL:https://cgde-home.de/event/econometrics/2024-10-21/
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
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