Kurt Schmidheiny

Kurt Schmidheiny

Econometrics (Master)

Universit├Ąt Basel, Fall 2020
Master in Wirtschaftswissenschaften
Prof. Dr. Kurt Schmidheiny

COVID-19 Note:

This course will be taught in a hybrid format in fall 2020. Students can attend the class either virtually via Zoom or physically in the classroom. In order to sign up for physical attendance, you need to be registered for the course on MOnA. Details will be sent to registered students shortly before the first class. Seats will assigned on a first-come-first-served basis.

General Information:

Software:

We will use STATA for applications in class in the problem sets:

Alternatively, you can use the free statistical software R.

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:

Problem Sets:

Causal Effects and the Logic of Randomized Experiments:

Instrumental Variables: