Advanced Econometrics

Time I: 
Thursday, 04:00pm to 07:30pm
Venue I: 
SPA 1, room 203, Individual dates are held in room 25 (PC-Pool)

This course provides a rigorous review of basic linear regression and techniques both for cross-sectional and panel applications. The course then covers further topics which are important in applied econometric analysis based on individual level data and longitudinal data. These topics include a discussion of the asymptotic theory for nonlinear estimation techniques (MLE, Nonlinear Least Squares), discrete choice models, limited dependent variables models, and linear quantile regressions. The course provides an up-to-date treat¬ment at the level of Wooldridge's textbook on “Econometric Analysis of Cross Section and Panel Data”. The course will regularly discuss the causal interpretation of econometric estimates. The focus of the course is both on understanding the methodological concepts and on how to apply them. Students will learn to implement the estimation methods using the econometric package Stata.

Spring 2018
Humboldt-Universität zu Berlin
End date of the whole course: 
Thursday, July 19, 2018 - 7:30pm