Microeconometrics

I. Syllabus:

The lecture introduces into important econometric methods used typically for microeconometric questions using cross-sectional data.

  • Instrumental variables and weak instruments
  • Binary Choice Models
  • Multinomial and Ordered Response Models
  • Tobit and Selection Models
  • Duration and Count Data Models
  • Quantile Regressions

 

II. Prerequisites:

 

III. Downloads:

 

 

IV. Literature:

  • Main textbook: A.C. Cameron and P.K. Trivedi (2005), Microeconometrics: Methods and Applications. Cambridge University Press, Cambridge.
  • Also recommended: Jeffrey M. Wooldridge (2010), Econometric Analysis of Cross Section and Panel Data. MIT Press.