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105.126 Microeconometrics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2019S, VO, 3.0h, 4.0EC

Properties

  • Semester hours: 3.0
  • Credits: 4.0
  • Type: VO Lecture

Aim of course

Teaching fundamental methods of microeconometrics (econometric analysis of individual data).

Subject of course

Principles of maximum likelihood estimation and asymptotic theory. Qualitative Response Models (Logit, Probit, Multinomial-, Conditional- und Nested-Logit), Sample Selection (Tobit Models), Duration and Survival Analysis, Count Data Models. 

Additional information

The course starts on Tuessday, March 6 2017 at 10am  in seminar room DB (yellow) 04. Regular lectures take place on Tuesdays from 9.15-10.45am and on Wednesdays from 10.00-10.45am.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue09:00 - 11:0005.03.2019 - 25.06.2019Sem.R. DB gelb 04 VO Mikroökonometrie
Wed10:00 - 11:0006.03.2019 - 26.06.2019Sem.R. DB gelb 04 VO Mikroökonometrie
Microeconometrics - Single appointments
DayDateTimeLocationDescription
Tue05.03.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed06.03.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue12.03.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed13.03.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue19.03.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed20.03.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue26.03.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed27.03.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue02.04.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed03.04.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue09.04.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed10.04.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue30.04.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue07.05.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed08.05.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue14.05.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed15.05.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue21.05.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Wed22.05.201910:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie
Tue28.05.201909:00 - 11:00Sem.R. DB gelb 04 VO Mikroökonometrie

Examination modalities

single exam

Course registration

Not necessary

Curricula

Literature

  • Amemiya , Advanced Econometrics, 1985.
  • Cameron and Trivedi, Microeconometrics, 2005.
  • Greene, Econometric Analysis, 2005. 
  • Kalbfleisch & Prentice, The Statistical Analysis of Failure Time Data, 2002.
  • Kleiber & Zeileis, Applied Econometrics in R, 2008.
  • Maddala, Limited Dependent and Qualitative Variables, 1983. 
  • Verbeek, A Guide to Modern Econometrics, 2012.

Previous knowledge

Basic knowledge of linear algebra, proabability theory and statistics as well as basic econometrics (linear regression models).

Accompanying courses

Language

German