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Course module: 35M1C5-M-6
35M1C5-M-6
Microeconometrics
Course info
Course module35M1C5-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 Quantitative Finance and Actuarial Science
M Econometrics and Mathematical Economics
M Marketing Analytics
M Business Analytics and Operations Research
Lecturer(s)
Lecturer
dr. P. Cizek
Other course modules lecturer
Lecturer
dr. M. Salm
Other course modules lecturer
Lecturer
T. Zhang
Other course modules lecturer
Academic year2020
Starting block
SM 1
Course mode
Full-time
RemarksCaution: this information is subject to change
Registration openfrom 25/08/2020 up to and including 20/08/2021
Aims

Students who have successfully participated in this course are familiar with a wide range of standard techniques that are commonly used to analyze cross section data in the context of: 

  • models for estimating causal effects;
  • duration models;
  • parametric models for dealing with discrete and limited dependent variables;
  • non- and semiparametric estimation. 

Students are also able to identify the assumptions and limitations of the techniques, to perform empirical analysis using the discussed models, and to evaluate empirical work performed by others.

Specifics

The final grade is based on the exam (80%) and the problem sets (20%). In the problem sets, students are asked to perform empirical analyses using the software package STATA. The data will be provided on Canvas. No late submissions of the solutions to the problem sets will be accepted. Exam questions will be based on the material covered in class and in the problem sets.

Recommended Prerequisites

Econometrics
Content

Main topics covered in the course: 

  • social experiments;
  • matching;
  • differences-in-differences estimation;
  • instrumental variables;
  • regression discontinuity design;
  • duration analysis;
  • maximum likelihood estimation;
  • kernel smoothing;
  • binary-choice models;
  • discrete-choice models;
  • censored and truncated data.

Type of instructions

Lectures

Type of exams

written exam (80%), 5 problem sets (together 20%)

Compulsory Reading
  1. A. Colin Cameron and Pravin K. Trivedi, Microeconometrics: Methods and Applications, Cambridge University Press, 2005.
  2. J.D. Angrist, S. Pischke, Mostly harmless econometrics, Princeton, 2009.
  3. Papers announced on Blackboard
Course available for exchange students
Master level, conditions apply
Contact person
dr. P. Cizek
Timetable information
Microeconometrics
Written test opportunities
DescriptionTestBlockOpportunityDate
Written test opportunities (HIST)
DescriptionTestBlockOpportunityDate
Written exam (80%) / Written exam (80%)EXAM_01SM 1114-12-2020
Written exam (80%) / Written exam (80%)EXAM_01SM 1213-01-2021
Required materials
-
Recommended materials
-
Tests
Assignment (20%)

Written exam (80%)

Final grade

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Kies de Nederlandse taal