Econometrics II - Microeconometrics

The aim of the course is to teach students how to analyze individual behavior using micro data (cross-section and panel data) on individuals, households, or firms. The lectures introduce the most commonly used methods and models in empirical microeconomics, such as in public and labor economics, and industrial organization. In the tutorials, these models will be applied to a variety of empirical topics using various micro data sets.

Topics covered include: Static and dynamic linear panel data models. Discrete choice models: cross-section and panel binary logit and probit models, conditional and multinomial logit models. Models for ordered and count data. Multivariate and simultaneous probit models. Limited-dependent variable models: tobit and selection models, duration models, and estimation of treatment effects.

Literature: Green, Econometric Analysis, Pearson, 2008; Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2002