Applied Microeconometrics

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
Vakcode EBM110A05
Vaknaam Applied Microeconometrics
Niveau(s) master, uitwisseling
Voertaal Engels
Periode semester II a
ECTS 5
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Uitgebreide vaknaam Applied Microeconometrics
Leerdoelen Upon completion of the course the student is able to:
1. Undertake independent applied research using the following methods: Rubin's potential outcome model (ATE, LATE,ATT); regression and causality; propensity score matching; Instrumental Variables methods; Instrumental variables (IV) methods (weak instruments, IV with heterogeneous potential outcomes); linear panel data models: differences-in-differences; Regression discontinuity designs; clustered standard errors (the problem of few clusters); Structural Equation Models (SEM).
2. Translate a theoretical model into an econometric model
3. Use appropriate data and econometric methods to address a given empirical economic question.
4. Interpret and critically assess quantitative analyses, empirical articles, policy
documents etc. in the field of microeconomics
5. Communicate their results in written reports
6. Use a computing environment such as STATA or write a suitable computer program.
Omschrijving This course provides a thorough understanding of microeconometric methods. During the course applications of the different methods are discussed mainly in the fields of consumption (saving) behavior, labor economics, industrial organisation and financial economics.
Uren per week 4
Onderwijsvorm gecombineerde hoor-/werkcolleges, practica, zelfstudie
Toetsvorm opdracht(en)
Vaksoort master
Coördinator prof. dr. R.J.M. Alessie
Docent(en) prof. dr. R.J.M. Alessie ,prof. dr. T.J. Wansbeek
Verplichte literatuur
Titel Auteur ISBN Prijs
Econometric Analysis of Cross Section and Panel Data, 2010, Second Edition, MIT Wooldridge, J.M. 978026223528
Entreevoorwaarden Econometric theory and methods
Econometric inference
Opmerkingen Info: Prof. Rob Alessie, phone: +31(0)50 363 7240, e-mail: r.j.m.alessie@rug.nl
Secretary: Kimberley Vudinh, k.m.vudinh@rug.nl, room 5411.0734
Opgenomen in
Opleiding Jaar Periode Type
Courses open to Exchange Students (MSc)  ( Courses open to Exchange Students (MSc) without limited access ) 1 semester II a keuze
DD MSc Economics - Universidad de Chile, Santiago (1,5-jarig)  (keuzevakken voor studenten uit Chili) 2 semester II a keuze
MSc Econometrics, Operations Research & Actuarial Studies/EORAS  (keuzevakken MSc EORAS) 1 semester II a keuze
MSc Econometrics, Operations Research & Actuarial Studies/EORAS  ( Econometrics) 1 semester II a keuzegroep
MSc Economics  (keuzevakken B MSc Economics) 1 semester II a keuze
Research Master in Economics and Business  (keuzevakken ReMa-Research Methods) 1 semester II a keuze