Applied Microeconometrics (Davud Rostam-Afschar)

Guest Instructor: 
Davud Rostam-Afschar
Time I: 
Wednesday,
10:15am to 11:45am
Venue I: 
Garystr. 21, 14195 Berlin-Dahlem, HS 106
Description: 

The aim of applied microeconometrics is to analyze individual behavior on  the basis of micro data  (cross-section and panel data) of  individuals, households, and firms.  The standard linear regression  model is generally not applicable to micro data  due to the non-metric measurement and censoring of  dependent variables at the individual level, selectivity and incomplete observability of endogenous variables, and the dependence of individual observations over time. The empirical methods most  frequently applied in empirical microeconomics are surveyed and several applications in empirical microeconomics are presented. Students learn how to apply these methods using real-world micro data and the software package STATA

Lectures 10:15-11:45, Garystr. 21 HS 101
Computer Exercises biweekly 08:30-10:00, K 006a PC Pool 1

Literature: M. Verbeek, A Guide to Modern Econometrics (4 ed.), Wiley, 2012. A. C. Cameron and P. K. Trivedi, Microeconometrics. Methods and Applications, Cambridge University Press, 2005 W. H. Greene, Econometric Analysis (7 ed.), Pearson, 2012, Chapters 11 and 17-19. J. M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2 ed. 2010 Selected journal articles on empirical applications. Exam: Written final exam; research paper

Credits: 
6.00
Program: 
Semester: 
Fall 2015
Affiliation: 
Freie Universität Berlin