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Topics in Applied Econometrics

Course “Topics in Applied Econometrics” 4 KP

 

This lecture series (‘Ringvorlesung’) consists of a series of occasional lectures at the graduate level for Master students and advanced diploma students. This is a topics course covering current research issues in applied econometrics, both cross-sectional (microeconometrics) and time series econometrics. Particular emphasis is on the application of econometric methods in applied research, in particular in labor economics, finance, political economy, social policy, and education. The students in the course will learn to understand and critically discuss current research papers and reports using basic and advanced econometric methods. It is recommended for students to have a good background in econometrics.

These lectures will be held during the Winter Semester 2007/2008 and the Summer Semester 2008. Prof. Bernd Fitzenberger and Dr. Roland Füss will give two lectures on quantile regression and volatility models, respectively. All subsequent lectures will be held by external visitors.

There will be one exam at the end of the course in the summer semester 2008. Formally, the course will be a course in the summer semester 2008 and students have to sign up for the exam in the summer semester. Dr. Roland Füss will be responsible for the organization of the course. There will be some overlap with the course “Topics in Labor Economics” which is organized in the same way as this course.

 

 

Tentative Plan of the lecture series as of now (subject to change):

  • Two lectures on Quantile Regression by Bernd Fitzenberger:
  • 11 December, 2-4 pm: Lecture by Bernd Fitzenberger; room 2330, KG II
  • 8 January 2008, 8-12 am: Lecture by Michael Lechner, St. Gallen: "Matching Estimation and Causal Analysis"; room 2330, KG II
  • 15 January 2008, 2-4 pm: Lecture by Bernd Fitzenberger; room 2330, KG II

  • On 21 May 2008 Ralf Wilke (ZEW) will hold a lecture: "Unemployment Duration in the United Kingdom: An Incomplete Data Approach." (room 2121, KG II, 17:15 - 18:45)

  • 3 June 2008, 2 to 4 p.m.: Lecture by Roland Füss on "Introduction to Time Series Analysis"; room 2330, KG II
  • 9 - 11 June 2008, 9 -12 am and 1-5 pm: Lecture by John R. Freeman, University of Minnesota: "Time Series"; room 2330, KG II
  • 12 June 2008, 6.15-7.45 pm: Lecture by John R. Freeman, University of Minnesota; room 2330, KG II (further information)

Main References:

  • Enders, W. (2003) Applied Econometric Time Series. 2nd ed. New York: Wiley.
  • Hamilton, J.D. (1994) Time Series Analysis. Princeton, NJ: Princeton University Press.
  • Wooldridge, J.M. (2002) Econometric Analysis of Cross Section and Panel Data. MIT Press, Cambridge, Massachusetts.


Materials: