Spec. Course Microeconometrics

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
Vakcode EBB880B05
Vaknaam Spec. Course Microeconometrics
Niveau(s) bachelor, uitwisseling
Voertaal Engels
Periode semester II a
ECTS 5
Rooster rooster

Uitgebreide vaknaam Specialization Course Microeconometrics
Leerdoelen Upon completion of the course the student is able to:
1. Apply commonly used micro-econometric methods and interpret their results (limited dependent variables, panel data models etc.).
2. Set up statistical models to fit with the data and goals of new research projects.
3. Summarize and critically discuss journal articles that apply common micro-econometric methods.
Omschrijving Substantive topics of the course
1. Binary choice modeling: the dependent variable
is a 0 or a 1.
2. Multinomial choice models.
3. Models with selection of observations; the
dependent variable is > 0 and beyond.
4. Survival (or duration) analysis.
5. Panel data analysis: combining time-series and
cross-sectional data.
6. Simulation-based econometrics.
7. Non-linear panel data models.
To estimate the models we use:
1. Maximum Likelihood (ML) estimation, and
2. Generalized Method of Moments (GMM)
estimation.
We discuss these methods while going on.
Uren per week 4
Onderwijsvorm gecombineerde hoor-/werkcolleges, zelfstudie
(Each week there will be 2 lectures of 2 hours each. Students complete 2 assignments (groups of 2).)
Toetsvorm opdracht(en), schriftelijk tentamen met open vragen
(Assignments, final exam)
Vaksoort bachelor
Coördinator A. Postepska
Docent(en) A. Postepska
Verplichte literatuur
Titel Auteur ISBN Prijs
t.b.a.
Entreevoorwaarden Statistics and mathematics at the intermediate level, econometrics at the introductory level.
Opmerkingen Info: Dr Agnieszka Postepska, phone: +31(0)50 363 7164, e-mail: a.postepska@rug.nl
Secretary: Kimberley Vudinh, phone: +31(0)50 363 7018, e-mail: k.m.vudinh@rug.nl
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 3 semester II a keuzegroep
Courses open to Exchange Students (BSc)  ( Courses open to Exchange Students (BSc) without limited access) 3 semester II a keuze