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