|This course provides a rigorous training in microeconometrics at the graduate level.|
SpecificsMatlab and Stata software are used
Before enrolling all non-CentER students should ask permission to the Director of Graduate Studies in Economics. Please send your request for permission to CentER Graduate School at email@example.com.
Required PrerequisitesQuantitative Methods (CentER) and Econometrics 1 (CentER)
Semi- and nonparametric methods are discussed in turn
- Binary and ordinal choice
- Multinominal choice
- Censoring and truncation
- Duration analysis
- Treatment effects and sample selection
Type of instructionsLectures and tutorials
Type of examsWritten final exam (80%) and regular graded homework assignments (20%).
- Cameron and Trivedi, Microeconometrics - Methods and Applications, Cambridge University Press, 2005.
- Selected papers (to be posted on blackboard).
- Klein, Lecture notes in Econometrics, 2014.