Vorlesung Applied Microeconometrics Lecture

Most topics covered in this course are related to the problem of causality and identification in empirical research. The problem of causal inference is at the heart of applied microeconometrics. Therefore, the main objective of the course is to make you familiar with the problem of identifying causal effects in empirical research, to introduce you to appropriate methods for estimation, and to enable you to relate them to economic questions and empirical work. Our goal is also to understand how different methods may be more or less desirable and useful in different contexts, and to both learn from and be able to critically evaluate academic papers in the field. The typical class will revolve around a topic, first giving some theoretical background on it, and then reading and critically debating academic papers that use that technique in practice. Two to three papers will be discussed related to each topic. The reading list will be posted on our course website. It is recommended to read these papers before the class (at least get the main question of the paper and the way in which it is addressed). In addition, one paper will be discussed as part of the Tutorial session. Participants are expected to read this paper. The Lecture starts on April 13th 2016. Lectures will take place both on Wednesday and Friday. Tutorials will take place at the end of each chapter. Topics: By Romuald Meango Week 1 : Causal Inference Week 2 : Causal Inference - Methods under Unconfoundedness: Regression Week 3 : Methods under Unconfoundedness: Regression Week 4 : Methods under Unconfoundedness: Matching and propensity score Week 5 : Instrumental Variables with Constant Treatment Effect Week 6 : Instrumental Variables with Heterogeneous Treatment Effect By Michele Battisti Week 7 : Panel Data: Fixed Effects Estimators Week 8 : Difference-in-Difference Methods Week 9 : Regression Discountinuity Design Week 10 : Discrete Choice Models Week 11 : Cluster-Robust Inference Week 12 : Quantile Methods By RM and MB: Week 13 : Unfinished business, By Popular Demand, Q & A Textbook (not required but highly recommended): Mostly Harmless Econometrics - An Empiricist's Companion, by J. D. Angrist and J.-S. Pischke, Any Edition. Leistungsnachweis Klausur/Exam 120 Min. on Wednesday 13 July, 8:15-10:15 am s.t. in E 004 (HGB/main building) Please register: Master-students in LSF PhD-students on MGSE-Site and e-mail to Ursula.Baumann@lmu.de 6 ECTS Downloads DateinameBeschreibunggültig vongültig bis Ch5plus_selection.pdf Chap5plus - Sample Selection Models Ch5_IV_heterogeneous.pdf Chap 5 - IV with heterogeneous causal effect Ch4_IV.pdf Chap4 - IV with constant causal effect Ch3_matching.pdf Chap3 - Matching Ch2 Regression.pdf chap2 - Regression (part 1) Ch2_regression.pdf chap2 - Regression (part 2) causal-inference.pdf chap1 - Causal Inference applied-microeconometrics-syllabus-2.pdf Course outline Zum Download müssen Sie angemeldet sein! Center for Economic Studies (CES) Klausur/Exam 120 Min. on Wednesday 13 July, 8:15-10:15 am s.t. in E 004 (HGB/main building) Please register: Master-students in LSF PhD-students on MGSE-Site and e-mail to Ursula.Baumann@lmu.de 6 ECTS LMU München SoSe 2016 Dozent