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This course provides a rigorous training in microeconometrics at the graduate level.
Specifics
Matlab and Stata software are used
All non-CentER students should ask formal permission from the Director of Graduate Studies in Economics BEFORE the start of the course.
Please send your request for permission including grade list, CV and motivation letter to CentER Graduate School at center-gs@uvt.nl. Note that asking permission is not just a formality.
Required Prerequisites
Quantitative Methods (CentER) and Econometrics 1 (CentER)
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- Binary and ordinal choice
- Multinominal choice
- Censoring and truncation
- Duration analysis
- Treatment effects and sample selection
Semi- and nonparametric methods are discussed in turnType of instructions Lectures and tutorialsType of exams Written final exam (80%) and regular graded homework assignments (20%).
Compulsory Reading- Cameron and Trivedi, Microeconometrics - Methods and Applications, Cambridge University Press, 2005.
- Selected papers (to be posted on blackboard).
- Klein, Lecture notes in Econometrics, 2014.
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