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Instructors: Prof. Dr. Bernd Lucke
Event type:
Interactive class
Displayed in timetable as:
Econ51
Hours per week:
4
Credits:
10,0
Language of instruction:
English
Min. | Max. participants:
- | 45
Comments/contents:
Course Outline:
1. Review of Probability
2. Review of Statistics
3. Review of Basic Econometrics
4. Causality and Counterfactuals
5. Randomized Trials
6. OLS and Causality
7. Instrumental Variables
8. Regression Discontinuity Approach
9. Difference-in-Differences
If time allows:
10. Panel Data Methods
11. Probit & Logit
12. Tobit
Learning objectives:
The objective of this course is to prepare students for basic and advanced empirical work in economics. Successful completion of this course should allow students to read and understand much of the professional empirical literature in economics and related fields. The course also provides hands-on experience in econometric analysis designed to help students to acquire the skills necessary to carry out their own empirical research.
Didactic concept:
The lecture is given digitally. Videos of the lecture will be made available for download on https://lecture2go.uni-hamburg.de/. In addition, the lecture slides and other course materials will be provided on Stine.
Students will have to submit student contributions in the form of weekly lecture summaries. Timely submission of student contributions is a necessary condition for being admitted to the final exam. This form of student contributions is intended to ensure that students do not postpone listening to the lecture videos by more than a few days.
Students should make sure that they read the emails sent via Stine timely and thoroughly.
Literature:
Angrist, J. D., & Pischke, J.-S. (2009). Mostly harmless econometrics: An empiricist’s companion. Princeton: Princeton University Press.
Angrist, J. D., & Pischke, J.-S. (2015). Mastering'metrics: The Path from Cause to Effect. Princeton: Princeton University Press.
Cameron, A. C. and Trivedi, P. K. (2009), Microeconometrics Using Stata, Stata Press.
Greene, W. H. (2008), Econometric Analysis, 6th edition, Prentice Hall.
Wooldridge, J.M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge MA, chapter 20.
Wooldridge, J.M. (2013). Introductory Econometrics, 5th Edition. Mason (OH): South-Western Cengage Learning
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