Advanced Econometrics

What it is about

You will learn advanced econometric methods for cross-section and panel data and their application to causal analysis. By the end, you can assess and practically apply suitable estimation methods for treatment effects and other econometric questions.

What you will be able to do

Understanding causal identification and Potential Outcomes Framework
Mastery of asymptotic theory for OLS, 2SLS and GMM
Application of regularization methods (Ridge, Lasso, Elastic Net)
Estimation and interpretation of treatment effects (ATE, LATE)
Application of maximum-likelihood procedures (e.g. binary outcomes)
Use of decision trees, Random- and Causal-Forests
Critical evaluation of causal statements in empirical studies
Practical conduct of empirical analyses with R/Stata/Python

What the module consists of

Blockveranstaltungtwice half-day teaching sessions (4 ECTS each) over seven weeks
Übungen/Praktische AnwendungenOpportunities for practice and group work on empirical tasks

Teaching method

VorlesungConveying theoretical concepts
Datenanwendungen/ÜbungenPractice and application of the methods in practical examples
Gruppenarbeit/PräsentationenFosters discussion and application to own questions

Dates

LectureAdvanced Econometrics (WI001273) (FIM)

Thu10:00–13:30
Ort/Zeit nicht bekannt
9× · 15.10.–17.12.
- 15.10.
- 22.10.
- 29.10.
- 05.11.
- 12.11.
- 19.11.
- 26.11.
- 10.12.
- 17.12.

ExerciseAdvanced Econometrics (WI001273) - Exercise (FIM)2 groups to choose from

ATue13:15–16:30
0514, Seminarraum (0505.EG.514)
2× · 03.11.–15.12.
- 03.11.
- 15.12.
ATue13:15–16:30
Ort/Zeit nicht bekannt
2× · 10.11.–01.12.
- 10.11.
- 01.12.
BThu15:00–19:00
Ort/Zeit nicht bekannt
4× · 29.10.–10.12.
- 29.10.
- 19.11.
- 26.11.
- 10.12.

From the current semester, not binding. You attend one of several groups; the timetable automatically suggests the one with the fewest clashes.

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