This course provides a rigorous training in microeconometrics at the graduate level.
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 firstname.lastname@example.org. Note that asking permission is not just a formality.
Quantitative 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.