Course
Advanced Econometrics II
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Teacher(s)
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Research fieldEconometrics
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DatesPeriod 3 - Jan 04, 2021 to Feb 26, 2021
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Course typeCore
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Program yearFirst
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Credits4
Course description
The course deals with causal inference, instrumental variables, generalized method of moments and likelihood based techniques. Modeling approaches, estimation and testing methods are developed. Asymptotic techniques and finite sample properties are discussed.
Prerequisites
Programming, Advanced Mathematics, Asymptotic Theory and Advanced Econometrics
Course literature
- A.C. Cameron and P.K. Trivedi (2005). Microeconometrics: Methods and Applications, CUP, Chapters 8-12, 24-25
- Guido W. Imbens and Jeffrey M. Wooldridge (2009) “Recent Developments in the Econometrics of Program Evaluation”, Journal of Economic Literature 47(1), 5–86
- Jeffrey M. Wooldridge (2010) Econometric Analysis of Cross Section and Panel Data, MIT Press
- Scott Cunningham (2018) Causal Inference: The Mixtape