Econometrics (Master)
Universität Basel, Fall 2022
Master
Prof. Dr. Kurt Schmidheiny
General Information:
Software:
We will use STATA and R for applications in class in the problem sets:
- There are 20 available computers with STATA in the WWZ computer pool
- There are computers with STATA in other pools of the university
- You can purchase a licence for 6 months at a price of 48 USD
- You can use the free statistical software R
Lecture Notes and Slides:
Topic | Matrix-free | Matrices | ||||
---|---|---|---|---|---|---|
Causal Effects | ||||||
Matrix Algebra | ||||||
Probability Theory | ||||||
Linear Regression | ||||||
Testing | ||||||
Functional Form | ||||||
Heteroskedasticity | ||||||
Asymptotic Theory | ||||||
Instrumental Var. | ||||||
Panel Data | ||||||
Maximum Likelihood | ||||||
Binary Response |
Statistical Software:
- Short Guide to Stata: 1up, 2up
- Stata Resources at UCLA