Econometrics (Master)
Universität Basel, Spring 2012
Master in Wirtschaftswissenschaften
Prof. Dr. Kurt Schmidheiny
General Information:
- Syllabus
- Slides Introduction: 4up, 1up
- Stata Questions? Contact Marcus Roller (marcus.roller(ät)unibas.ch)
- R Questions? Contact Dominique Meissburger (dominique.meissburger(ät)stud.unibas.ch)
Causal Effects and the Logic of Randomized Experiments:
- Slides Causal Effects and Experiments: 4up, 1up
- The Economist, Aug 13 2009, Eonomics focus: Cause and defect
- Joshua Angrist and Jorn-Steffen Pischke (2010), The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics, Journal of Economic Perspectives 24(2).
- 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.
- The Wyeth ghostwriting case: New York Times, Aug 4, 2009, PLoS
- The twitter experiment
- Problem Set 1: 2up, 1up, article. Discussed March 13th.
Linear Regression:
- Handout Linear Regression: 2up, 1up, 2up matrix-free, 1up matrix-free
- Handout Testing: 2up, 1up, 2up matrix-free, 1up matrix-free
- Handout Functional Form: 2up, 1up, 2up matrix-free, 1up matrix-free
- Slides Asymptotic Theory: 4up, 1up, 4up matrix-free, 1up matrix-free
- Handout Heteroskedasticity in the Linear Model: 2up, 1up, 2up matrix-free, 1up matrix-free
- Handout Clustering in the Linear Model: 2up, 1up, 2up matrix-free, 1up matrix-free
- Handout The Bootstrap: 2up, 1up
- Problem Set 2: 2up, 1up. Data: csv (codebook). Output. Discussed March 27.
- Problem Set 3: 2up, 1up. Output. Discussed April 17.
Instrumental Variables:
- Handout Instrumental Variables: 2up, 1up, 2up matrix-free, 1up matrix-free
- Slides Simultaneous Equation Models: 4up, 1up, 4up matrix-free, 1up matrix-free
- New York Times, Economix Blog, May 22, 2009
- Victor Chernozhukov and Christian Hansen (2008), The reduced form: A simple approach to inference with weak instruments, Economics Letters, 100, 68-71.
- Problem Set 4: 2up, 1up. Data: csv (codebook), Stata. Output. Discussed April 30.
- 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
- Handout Panel Data: 2up, 1up, 2up matrix-free, 1up matrix-free
- Problem Set 5: 2up, 1up. Data: csv (codebook). Output. Discussed May 15.
Maximum Likelihood:
- Slides Maximum Likelihood: 4up, 1up, 4up matrix-free, 1up matrix-free
Binary Response:
- Handout Binary Response (Probit and Logit): 2up, 1up, 2up matrix-free, 1up matrix-free
- Problem Set 6: 2up, 1up. Data: csv. Discussed May 22.