1st part: Repetition of basic econmetrics

Multiple regression analysis: estimation, inference and asymptotics

Panel econometrics

IV and 2SLS

GMM

2nd part: Applied topics

Difference in difference estimation

Matching and selection on observables

Syntethic control groups, placebo and sensitivity analysis

Regression discontinuity design

The first part of the course consists of lectures and exercise units. In the lectures, we cover most of the Wooldridge (2016) book (chapters 2-9, 13-15), as well as panel econometrics and GMM estimation. In the exercises, we use the software package Stata to empirically implement the methods discussed. Students will receive three homework assignments, which can be handed in in groups of up to three students. Each counts 5% towards the final grade. This part of the course will be concluded by a written exam (40% of final grade).

In the second part, lectures will be given on applied topics such as: difference-in-difference estimation, matching and selection on observables, synthetic conctrol groups, placebo checks and sensitivity analysis and regression discontinuity design (loosely following Angrist and Pischke, 2009). Students will be assigned (in groups of two) to give presentations on selected research papers pertaining to the respective topics (30% of final grade). The remaining 15% of the grade are determined by active participation in class.

Written exam on the first part of the course (midterm): 40%

Three homework exercises (deliverable in groups of up to three students): 3x5 = 15%

Presentation of a paper on an applied topic (groups of two): 30%

Participation in class: 15%

Tel: 31336 - 5089