• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Inequalities in Health and Healthcare
      • Research on Productivity, Trade, and Growth
      • Behavioral Macro and Complexity
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times
Home | Courses | Advanced Econometrics II
Course

Advanced Econometrics II


  • Teacher(s)
    Frank Kleibergen, Andreas Pick
  • Research field
    Econometrics
  • Dates
    Period 3 - Jan 03, 2022 to Feb 25, 2022
  • 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