Kurt Schmidheiny

Applied Econometrics II

Objective

This course gives students hands-on experience in the application of common econometric techniques, as a preparation for empirical postgraduate work or for applied economic research in a professional environment.

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> Time and Place

Exam

Project

Resources (password protected):

Weeks 22 & 23: Multinomial Choice

Week 21: The Bootstrap

Week 20 (21.04.2004): How to write a applied econometrics paper

Week 19 (07.04.2004): Instrumental Variables and GMM

Week 18 (31.03.2004): Introduction to GMM

Week 17 (24.03.2004): Sample Selection

Week 16 (17.03.2004): Truncation and Censoring

Week 15 (10.03.2004): Binary Response

Week 14: Refresh of Maximum Likelihood Estimation

Weeks 12 & 13: Panel Data Model

Week 11: Simultaneous Equation Models

Week 10: Instrumental Variables I

Week 9: Mulitcollinearity

Week 8: Autocorrelation

Week 7: Heteroskedasticity

Week 6: Introduction to Monte Carlo Experiments

Week 4 & 5: Specification and Functional Form in OLS

Week 3: Refresher on OLS

Week 2: Introduction and Data Handling

Week 1: Introduction and Stata