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364-0585-01L 2 Credits DR D-MTEC
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PhD Course: Applied Econometrics

Lecturers & Examiners: Prof. Dr. Peter Egger
VVZ CR n/a

Last Updated: 2026-02-05 16:02:03

Abstract

In this course, we will address three blocs of selected problems: (i) estimation of fixed and random effects panel data models for single equations and systems of equations; (ii) estimation of models with endogenous treatment effects or sample selection; (iii) estimation of models with interdependent data (so-called spatial models).

Objective

The main agenda of this course is to familiarize students with the estimation of econometric problems with three alternative types of problems: (i) estimation of fixed and random effects panel data models for single equations and systems of equations; (ii) estimation of models with endogenous treatment effects or sample selection; (iii) estimation of models with interdependent data (so-called spatial models). Students will be able to program estimation routines for such problems in STATA and apply them to data-sets. They will be given a data-set and will have to work out empirical problems in the context of a term paper.

Resources

Lecture Notes

For panel data analysis, I will rely on the book:Baltagi, Badi H. (2005), Econometric Analysis of Panel Data, Wiley: Chichester.For sample selection and endogenous treatment effect analysis, I will rely on the book:Wooldridge, Jeffrey M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press: Cambridge, MA.For spatial econometrics:I will mostly use papers.I will prepare a script (based on slides), covering all topics.

General Information

Language
English
Levels
DR
Frequency
Yearly recurring

Examination

Type
graded semester performance
Students have to write papers instead of an exam. The papers will be graded.

Course Components

Type Title Time & Place Hours
lecture PhD Course: Applied Econometrics
Block course
  • 04.10 Date 09:15-17:00 (LEE F 118)
  • 05.10 Date 09:15-17:00 (LEE F 118)
  • 06.10 Date 09:15-17:00 (LEE F 118)
  • 07.10 Date 09:15-17:00 (LEE F 118)
28 h semesterly

Offered In