Econometric Inference

Faculteit Economie en Bedrijfskunde
Jaar 2021/22
Vakcode EBM021A05
Vaknaam Econometric Inference
Niveau(s) master, uitwisseling
Voertaal Engels
Periode semester I b
Rooster rooster

Uitgebreide vaknaam Econometric Inference
Leerdoelen Upon completion of the course the student is able to:
1. Know, understand, and evaluate the various econometric tools and to be able to apply them. Different methods invariably rely on different sets of assumptions, and the student should be able to assess the plausibility of such assumptions before applying a method.
2. Write reports with results. Obtain sufficient foundational understanding of the topics to be able to access the corresponding journal articles first-hand and to evaluate them critically.
3. Apply advanced techniques for inferential purposes.
4. Communicate the own findings in written reports.
Omschrijving The course gives an advanced treatment of econometric inferential methods. The emphasis is on settings where linear methods are not necessarily the first choice. A toolkit will be introduced for a range of settings and for a range of possible datasets. The intuition behind the methods will play an important role. Some of this is strongly related to economic reasoning as non-linearities are often motivated by economic theory. The focus is on microeconometrics, that is, the econometric analysis of samples of heterogeneous subjects (individuals, firms, households, schools etc.). The non-linear settings that are discussed include duration (or survival) models, binary outcome models, count data models, and models with truncation or censoring. In addition, the course covers inference on dynamic treatment effects, the combination of different datasets, and some key methods for machine learning with large datasets. Applications will focus on unemployment durations, effects of labor market policy, training and longevity.
Uren per week 4
Onderwijsvorm gecombineerde hoor-/werkcolleges
Toetsvorm -groepsopdracht,  -schriftelijk tentamen (open vragen)
Vaksoort master
Coördinator prof. dr. G.J. van den Berg
Docent(en) prof. dr. G.J. van den Berg
Verplichte literatuur
Titel Auteur ISBN Prijs
Econometric Analysis of Cross Section and Panel Data, MIT Press (2010) Jeff Wooldridge ca. €  95,00
Chapters from Handbook of Econometrics and other overview articles various
Entreevoorwaarden (Exchange) students should have a solid background in Mathematics, Statistics, and Econometrics at a level comparable to students who completed the BSc EOR. The course is not suited for exchange students who don't have this background.
Opmerkingen Info: Prof. Gerard J. van den Berg, e-mail
Secretary: Martine Geerlings-Koolman, phone +31(0)50 363 7018, e-mail
Opgenomen in
Opleiding Jaar Periode Type
Courses Exchange (MSc)  ( Courses Exchange Students (MSc) without limited access) 1 semester I b keuze
MSc Econometrics, Operations Research & Actuarial Studies/EORAS  (keuzevakken MSc EORAS) 1 semester I b keuze
MSc Econometrics, Operations Research & Actuarial Studies/EORAS  ( Econometrics) 1 semester I b verplicht
MSc Economics  (keuzevakken B MSc Economics) 1 semester I b keuze