Econometrics (Master)
Universität Basel, Fall 2018
Master in Wirtschaftswissenschaften
Prof. Dr. Kurt Schmidheiny
General Information:
- Syllabus
- Slides Introduction: 4up, 1up
- Follow @unibas_metrics
Lecture Notes and Slides:
| Topic | Matrix-free | Matrices | ||||
|---|---|---|---|---|---|---|
| Causal Effects | 4up | 1up | ||||
| Matrix Algebra | 2up | 1up | ||||
| Probability Theory | 2up | 1up | 2up | 1up | ||
| Linear Regression | 2up | 1up | 2up | 1up | ||
| Testing | 2up | 1up | 2up | 1up | ||
| Functional Form | 2up | 1up | 2up | 1up | ||
| Heteroskedasticity | 2up | 1up | 2up | 1up | ||
| Asymptotic Theory | 4up | 1up | 4up | 1up | ||
| Instrumental Vars | 2up | 1up | 2up | 1up | ||
| Panel Data | 2up | 1up | 2up | 1up | ||
| Maximum Likelihood | 4up | 1up | 4up | 1up | ||
| Binary Response | 2up | 1up | 2up | 1up | ||
Statistical Software:
- Short Guide to Stata: 1up, 2up
- Stata Resources at UCLA
Causal Effects and the Logic of Randomized Experiments:
- Problem Set 1: 2up, 1up. Discussed September 26, 2018, 11:15-12:00.
Online test: Unibas E-Assessment. Due September 26, 2018, 10:00. - Writing Group for the Women's Health Initiative Investigators (2002), Risks and Benefits of Estrogen Plus Progestin in Healthy Postmenopausal Women: Principal Results From the Women's Health Initiative Randomized Controlled Trial, Journal of the American Medical Association, 288:321-333.
- Jeremy D. Finn and Charles M. Achilles (1990), Answers and Questions About Class Size: A Statewide Experiment, American Educational Research Journal, 27, 557-577.
- Alan B. Krueger (1999), Experimental Estimates of Education Production Functions, The Quarterly Journal of Economics, 114 (2), 497-532.
- The Wyeth ghostwriting case: New York Times, Aug 4, 2009, PLOS Medicine, Sep 7, 2010, PLOS Ghostwriting Collection.
Linear Regression:
- Problem Set 2: 2up, 1up. Discussed October 8, 2018, 11:15-12:00.
Data: csv (codebook). Output.
Online test: Unibas E-Assessment. Due October 8, 2018, 10:00. - Problem Set 3: 2up, 1up. Discussed October 15, 2018.
Data: dta. Output.
Online test: Unibas E-Assessment. Due October 15, 2018, 10:00 - Problem Set 4: 2up, 1up. Discussed October 29.
Data: dta. Output.
Online test: Unibas E-Assessment. Due October 29, 2018, 10:00. - Problem Set 5: 2up, 1up. Output. Discussed November 5, 2018.
Online test: Unibas E-Assessment. Due November 5, 2018, 10:00.
Instrumental Variables:
- New York Times, Economix Blog, May 22, 2009
- Problem Set 6: 2up, 1up. Data: csv (codebook), Stata. Output. Discussed November 21, 2018.
Online test: Unibas E-Assessment. Due November 21, 2018, 10:00. - Daron Acemoglu, Simon Johnson, and James A. Robinson (2001), The Colonial Origins of Comparative Development: An Empirical Investigation, American Economic Review, 91, 1369-1401.
Panel Data:
- Problem Set 7: 2up, 1up. Data: csv (codebook), Stata. Output. Discussed November 28, 2018.
Online test: Unibas E-Assessment. Due November 28, 2018, 10:00.