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Course module: 230338-M-6
230338-M-6
Econometrics 2 (CentER)
Course info
Course module230338-M-6
Credits (ECTS)6
CategoryMA (Master)
Course typeCourse
Language of instructionEnglish
Offered byTilburg University; Tilburg School of Economics and Management; TiSEM: Econometrics and OR; Econometrics & Operations;
Is part of
M Research Master in Business
M Research Master in Economics
Lecturer(s)
Lecturer
prof. dr. T.J. Klein
Other course modules lecturer
Lecturer
dr. M. Salm
Other course modules lecturer
Lecturer
S. Upadhyay
Other course modules lecturer
Academic year2020
Starting block
BLOK 3
Course mode
Full-time
Remarks-
Registration openfrom 19/01/2021 up to and including 20/08/2021
Aims
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)
Content
  1. Binary and ordinal choice
  2. Multinominal choice
  3. Censoring and truncation
  4. Duration analysis
  5. Treatment effects and sample selection
Semi- and nonparametric methods are discussed in turn

Type of instructions

Lectures and tutorials

Type of exams

Written final exam (80%) and regular graded homework assignments (20%).

Compulsory Reading
  1. Cameron and Trivedi, Microeconometrics - Methods and Applications, Cambridge University Press, 2005.
  2. Selected papers (to be posted on blackboard).
  3. Klein, Lecture notes in Econometrics, 2014.
Course available for exchange students
Research Master level, conditions apply
Contact person
dr. M. Salm
Timetable information
Econometrics 2 (CentER)
Required materials
-
Recommended materials
-
Tests
Written

Final grade

Problem Sets

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Kies de Nederlandse taal