Microeconometrics: Panel Data and Multinomial Choice
Universität Basel, Fall 2019
Master in Wirtschaftswissenschaften
Prof. Dr. Kurt Schmidheiny
General Information:
Lecture Notes:
- Elements of Matrix Algebra: 2up, 1up
- Panel Data I: Fixed and Random Effects: 4up, 1up
- Generalized Method of Moments: Definitions and Results: 4up, 1up
- Panel Data II: Dynamic Models: 4up, 1up
References:
- Marianne Bertrand, Esther Duflo, Sendhil Mullainathan (2004), How Much should we Trust Differences-In-Differences Estimates? The Quarterly Journal of Economics, 119(1), 249-275.
- A. Colin Cameron, Jonah B. Gelbach, and Douglas L. Miller (2008), Bootstrap-Based Improvements for Inference with Clustered Errors, The Review of Economics and Statistics, 90(3), 414–427.
- Richard Blundell, Stephen Bond (1998), Initial conditions and moment restrictions in dynamic panel data models, Journal of Econometrics, 87, 115-143.
- Kurt Schmidheiny and Sebastian Siegloch (2019), "On Event Study Designs and Distributed-Lag Models: Equivalence, Generalization and Practical Implications". CESifo Working Paper 7481.
Problem Sets:
- Problem Set 1: 2up, 1up.
Data: Stata 14, Stata 11, csv, Variables.
Due Feb 25, 2019, 24:00. - Problem Set 2: 2up, 1up.
Due Mar 4, 2019, 13:00. - Problem Set 3: 2up, 1up.
Due Mar 18, 2019, 13:00. - Problem Set 4: 2up, 1up.
Due Apr 1, 2019, 13:00. - Problem Set 5: 2up, 1up.
Due Apr 29, 2019, 13:00. - Problem Set 6: 2up, 1up.
Due May 13, 2019, 13:00. - Problem Set 7: 2up, 1up.
Not to be handed in. Data: .dta, article by Acemoglu et al. (2005), article by Bobba and Coviello (2007).