• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Summer School
      • Econometric Methods for Forecasting and Data Science
      • Introduction in Genome-Wide Data Analysis
      • Business Data Science Summer School Program
  • Times
Home | Courses | Advanced Econometrics II
Course

Advanced Econometrics II

  • Course type
    Core
  • Program year
    First
  • Credits
    4

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