Lehre - Aktuelle Kurse

Vorlesung + Übung

E5031 Applied Labour Economics

Dr. Asmus Zoch

spring-/summer term 2019

Elective course for M.Sc. Economics

Please find the latest data under our Course Catalog

English

E601-E603 (or equivalent)

tbd

9

Goals and contents of the module:
This course will focus on different micro-econometric models using actual empirical studies from the field of laboureconomics. Starting from the standard theory of competitive labour markets, we introduce the concept of human capital, toexplain wage differences between individuals, and explore the role of education. Exploring the Mincer earnings function,discrimination and unemployment, the students will learn how to analyse actual labour data sets using Stata. The first partof the course will deal with linear panel data models and instrumental regressions, the second part will focus on discretechoice models. This course will end with the introduction of non-parametric estimators.Expected competences acquired after completion of the module:Ability to use Stata to conduct independent micro-econometric analysis and apply advanced micro-economic models.Further information:Introductory literature:
• Wooldridge, Jeffrey M. (2002), Econometric Analysis of Cross Section and Panel Data, Cambridge, Mass.:MIT Press. Chapters 10-20.
• George J. Borjas, Labor Economics
Expected number of students in class: 25

Vorlesung mit Übung

E5059 Public Service Delivery in Developing Countries

Dr. Nicholas Barton

irregular

Elective module for Master in Economics

Please find the latest data under our Course Catalog

English

E601-603 or equivalent

tbd

7

Goals and contents of the module:
In this course, we will study both theoretically and empirically how best to motivate public servants with a focus on developingcountries. We will start with the traditional theory of motivation, looking at how incentive contracts and selection can affectperformance in the public sector and examine the results of experiments that have changed the incentive structure of publicservants. We will also examine a newer literature that focusses on how identity is shaped in the work place and notes thatworkers who are intrinsically motivated to work may not respond well to explicit incentives. Again, we will look at experimentalevidence that examines to what extent these theories are important in the real world.Expected competences acquired after completion of the module:Students will gain an understanding of the theory of incentives as well as how these apply to the real world in developingcountries. The course also aims to give students a better understanding of the empirical methods used in applied work onthe subject of incentivising public-sector workers.

Further information: Recommended literature will be discussed in class.

Expected number of students in class: 15

Blockseminar

Prof. Dr. Markus Frölich

Autumn semester 2018

Bachelor

Please find the latest data under our Course Catalog

German

Grundlagen der Ökonometrie

written seminar thesis, presentation, supplementary paper, active participation during the seminar

6

Ziele und Inhalte des Moduls: Das Seminar umfasst aktuelle Themen bezogen auf Arbeitsmärkte in Entwicklungsländern mit einem empirischen mikroökonometrischen Fokus. Die Themen beinhalten unter anderem: Kinderarbeit,informelle Arbeitsmärkte, Unternehmertum, die Schaffung von Firmen, Arbeitsmarktregulierungen, Mikrokredite, Mikroversicherungen, etc.

Die Seminartermine werden nach den Wünschen der Studierenden ausgewählt. DieStudierenden sollen aktuelle Probleme von Entwicklungsländern erörtern und erkennen sowie empirische Studien zudiesen Fragen bewerten und diskutieren. In diesem Sinne ist es eine Mischung zwischen einem reinen Seminar zu Entwicklungsländern und einem angewandten Ökonometrieseminar. Die Studierenden sollen also auch angewandte ökonometrische Papiere verstehen, diskutieren und vorstellen, um die konkrete empirische Forschungsweise zuerlernen. Das Seminar ist insbesondere auch als eine Vorbereitung auf eine mögliche Bachelorarbeit im Bereich derangewandten empirischen Forschung gedacht, welche dann üblicherweise eine eigenständige ökonometrische Analyse mit Sekundärdaten verlangt. Das Seminar stellt somit eine Brückenfunktion zwischen den Grundlagenvorlesungen zur Ökonometrie, welche eher das Methodenwissen vermitteln, und der eigenständigen empirischen Analyse in derwissenschaftlichen Forschung dar.

Erwartete Kompetenzen nach Abschluss des Moduls: Die Studierenden haben gelernt, einen Aufsatz zu einem Thema aus der Entwicklungsökonomie zu schreiben und zu präsentieren, wobei sie den Bezug zu mikroökonomischen Modellen und insbesondere empirisch-ökonometrischer Analyse herausgearbeitet haben. Dies umfasst somit auch einekritische Analyse und Begutachtung von empirischen Studien und deren Methodik, insbesondere der Ökonometrie, der Datengrundlage und der Umsetzung der empirischen Herangehensweise.

tbd
Erwartete Zahl der Teilnehmer/innen: max. 13

Vorlesung mit Übung (PC-Pool erforderlich)

Dr. Giulia Montresor

Every spring semester

Elective course for B.Sc. Economics

Please find the latest data under our Course Catalog

English

Statistik I+II, Grundlagen der Ökonometrie

tbd

6

80 % final exam (90 minutes), 20 % homework.

Goals and contents of the module:
The course is designed for introducing students to the main empirical strategies thatare typically used for impact evaluation: Randomized Control Trials, Identification on Observables, Instrumental Variables,Difference-in-Difference, Regression Discontinuity Design. Students will be both exposed to fundamental concepts behindthe estimation of causal effects and related applied applications. Students will be asked to actively participate and presenttheir project homework.Expected competences acquired after completion of the module:
• Understand what impact evaluation is and the different techniques use
• Understand the identification assumptions underlying each impact evaluation technique
• Review the “parameters of interest”
• Make judgments about what specific impact evaluation technique is appropriate to use according to thecontext and type of intervention

Further information: Main reading:Frölich, M.& Sperlich, S. (unpublished): Policy Evaluation – Econometric methods and applicationsOther useful material:Khandker S. et al. (2010): Handbook on Impact Evaluation: Quantitative Methods and PracticesAngrist J. and Pischke, J. (2009): Mostly Harmless EconometricsAngrist J. and Pischke, J. (2015): Mastering MetricsCaliendo M. and Kopeinig S. (2005): Some Practical Guidance for the Implementation of Propensity Score MatchingAngrist, J., Imbens, G., and Rubin, D. (1996): Identification of causal effects using instrumental variables. Journal of theAmerican Statistical Association, 91(434), 444-455.Lee, D., Lemieux, T., Regression discontinuity designs in economics (2010): Journal of economic literature, 48 (2),281-355.

Maximum number of students in class: 40

tbd

Vorlesung mit Übung

Dr. Atika Pasha, Dr. Ingo Steinke

every spring semester

Elective course for B.Sc. Economics

Please find the latest data under our Course Catalog

English

Statistik I+II, Grundlagen der Ökonometrie

tbd

6

Goals and contents of the module:
The course gives an introduction into the data management in Stata. That includeshow to set up do-files, the preparation of data for analysis, the generation of variables, the use of macros in Stata, and themerging of data sets. Basic and advanced statistical procedures will be discussed in the course. For each model, therewill be an introduction to the statistical model and it will be shown how to analyze the corresponding data with Stata andhow to interpret the output of Stata. The models considered are some elementary statistical models, the linear regressionmodel with homoscedastic and heteroscedastic error terms, analysis of variance models, linear panel data models,nonlinear regression models and binary and multinomial models.
Expected competences acquired after completion of the module: The students know basic probabilistic and statisticalconcepts, e.g. the concept of a statistical test and how to compute and use p-values. The students can analyze data withStata: The students are able to review a data set, generate summary statistics, and merge data sets. They know howto work with variables, matrices, and macros. They know how to perform elementary tests. The students can generateadvanced plots. They are able to set up a linear model with homoscedastic or heteroscedastic error terms and understandthe results provided by Stata. They can do an analysis of variance and test for heteroscedasticity in a linear regressionmodel. They understand the ideas of linear panel data regression and can analyze corresponding data. The students areable to estimate the parameters, perform tests for the parameters, and analyze the results in nonlinear regression modelsand binary choice models.
Further information: Literature: Cameron/Trivedi (2009). Microeconometrics using Stata. Stata Press.Expected number of students in class: depends on students’ choice (max. 41).

Blockseminar

Prof. Dr. Markus Frölich

Autumn semester 2018

Bachelor

Please find the latest data under our Course Catalog

German

Grundlagen der Ökonometrie

written seminar thesis, presentation, supplementary paper, active participation during the seminar

6

Ziele und Inhalte des Moduls: Das Seminar umfasst aktuelle Themen bezogen auf Arbeitsmärkte in Entwicklungsländern mit einem empirischen mikroökonometrischen Fokus. Die Themen beinhalten unter anderem: Kinderarbeit,informelle Arbeitsmärkte, Unternehmertum, die Schaffung von Firmen, Arbeitsmarktregulierungen, Mikrokredite, Mikroversicherungen, etc.

Die Seminartermine werden nach den Wünschen der Studierenden ausgewählt. DieStudierenden sollen aktuelle Probleme von Entwicklungsländern erörtern und erkennen sowie empirische Studien zudiesen Fragen bewerten und diskutieren. In diesem Sinne ist es eine Mischung zwischen einem reinen Seminar zu Entwicklungsländern und einem angewandten Ökonometrieseminar. Die Studierenden sollen also auch angewandte ökonometrische Papiere verstehen, diskutieren und vorstellen, um die konkrete empirische Forschungsweise zuerlernen. Das Seminar ist insbesondere auch als eine Vorbereitung auf eine mögliche Bachelorarbeit im Bereich derangewandten empirischen Forschung gedacht, welche dann üblicherweise eine eigenständige ökonometrische Analyse mit Sekundärdaten verlangt. Das Seminar stellt somit eine Brückenfunktion zwischen den Grundlagenvorlesungen zur Ökonometrie, welche eher das Methodenwissen vermitteln, und der eigenständigen empirischen Analyse in derwissenschaftlichen Forschung dar.

Erwartete Kompetenzen nach Abschluss des Moduls: Die Studierenden haben gelernt, einen Aufsatz zu einem Thema aus der Entwicklungsökonomie zu schreiben und zu präsentieren, wobei sie den Bezug zu mikroökonomischen Modellen und insbesondere empirisch-ökonometrischer Analyse herausgearbeitet haben. Dies umfasst somit auch einekritische Analyse und Begutachtung von empirischen Studien und deren Methodik, insbesondere der Ökonometrie, derDatengrundlage und der Umsetzung der empirischen Herangehensweise.

Bitte beachten Sie den gemeinsamen Anmeldezeitraum für Seminare des BachelorstudiengangsVWL: 18. November 2018 (22:00 Uhr) bis 23. November 2018 (24:00 Uhr)
Erwartete Zahl der Teilnehmer/innen: max. 13

Lecture

Behavioral Development Economics

Dr. Arne Robert Weiss

Autumn semester 2018

Bachelor

Please find the latest data under our Course Catalog

English

Mikroökonomik A + B, Statistik I + II

90 min Exam (70%), presentation (30%)

5

Goals and contents of the module: This course will cover the “behavioral turn“ in development economics, from “thinkingbig” to “thinking small”. We will cover the relevance of behavioral economics to development, structured along theoreticalmechanisms, in areas such as decisions on consumption and spending, savings, health, and production. Furthermore,we will discuss how to learn from experiments, the arguably primary source of evidence in behavioral developmenteconomics, for theory-building and development policy.
Expected competences acquired after completion of the module: Students will be familiar with key areas of behavioraldevelopment economics. They will know how to apply these diagnostically when thinking of development problems.Students will have gathered experience in reading, summarizing and discussing original academic literature (“papers”) inthis field and in critically appraising experimental results.
Further information: Literature to be announced.

Lecture and exercise

Dr. Atika Pasha, Dr. Ingo Steinke

Autumn term 2018

Master

Please find the latest data under our Course Catalog

English

E601 - 603 (or equivalent)

tbd

7

Goals and contents of the module:
Although Stata already offers a large number of econometric tools, novel approaches are often not available and have tobe implemented by users. This course offers an introduction to advanced programming in Stata. Since comparatively few people know how to do so, Stata programming skills can be a competitive advantage. The lecturewill start with an introduction to efficiently written do-files (including data processing). We will look at and discuss differentdata types. In hands-on sessions students will be taught how to prepare the data for analysis. Variables will be generatedand their distributions explored; data will be merged; and regression results will be critically discussed. Moreover, in this course students will learn how to implement new commands for Stata and to conduct Monte Carlo simulations. These areimportant for verification of implementations and are used as a very important tool to analyse the small sample properties of estimators and to complement the theoretical properties of estimators making them an integral part of econometricanalyses. We will also touch upon Stata's matrix programming language Mata, non-linear optimization, e.g. ML estimationand bootstrap methods.

Expected competences acquired after completion of the module: Die Studierenden sind in der Lage, quantitative Methoden in Stata selbständig zu programmieren. Sie kennen Stata und Mata als Programmiersprachen und verstehen die Standardsyntax bzw. die Grammatik der Sprachen. Dadurch habensie auch erlernt, Statas Kommandos besser zu verstehen und auch gegebenenfalls anzupassen. Ihr Wissen können dieStudenten auf verschiedene Datensätze anwenden. Sie sind in der Lage, aufwändige Analysen zu automatisieren unddamit effizienter zu arbeiten. Darüber hinaus sind sie in der Lage, Monte Carlo Simulationen durchzuführen und derenErgebnisse zu interpretieren und zu verwenden, um die Güte von Schätzverfahren einzuschätzen. Sie können Stichprobenaus einer großen Auswahl von Verteilungen generieren. Mit Hilfe von Monte-Carlo-Simulationen erreichen die Studentenein besseres Verständnis für die Unsicherheit und Güte von Schätz- und Testverfahren.

Further information: Cameron/ Trivedi (2009). Mircoeconometrics using Stata. Stata Press.

Lecture + Exercise

Prof. Dr. Markus Frölich

Autumn semester 2018

Master

Please find the latest data under our Course Catalog

English

E601 - E603 (or equivalent)

7

Goals and contents of the module: Preliminary schedule: In this course we will cover impact evaluation methodsas well as models for survey methodology. Topics will include counterfactual outcomes, heterogeneous treatmenteffects, (propensity) score matching, differences in differences, instrumental variables designs, randomized control trials,regression discontinuity design and various methods for collecting primary data. More details will follow.Expected competences acquired after completion of the module:The students become acquainted with modern methods in impact evaluation.

Lecture + exercise

Esther Heesemann

Autumn semester 2018

Master (Electice course)

Please find the latest data under our Course Catalog

English

e601 - E603 (or equivalent)

7

Goals and contents of the module:
The course will introduce students to the main concepts of the global health and the critical links between health and economicdevelopment. Students will get an overview of the determinants of health, how health status is measured and the currentdiscussion in the field of global health. Students will also review the burden of disease, risk factors, and intervention to improveglobal health issues. The course will focus on low- and middle-income countries and on the health of the poor. It is structuredas follows
1.
Introduction
2.
Health and Development
3.
Development and Health
4.
The Global Burden of Disease
5.
Social Determinants of Health
6.
Health Behavior
7.
Health systems
8.
Health financing
9.
Nutrition
10.
Maternal and Reproductive Health
11.
Child health and early childhood development
12.
Mental Health
13.
Environment and Health
Expected competences acquired after completion of the module: The students become acquainted with the topics inglobal health and learn to critically review and discuss empirical studies in the field.

Lecture + exercise

Prof. Dr. Markus Frölich

Autumn semester 2018

Master

Please find the latest data under our Course Catalog

English

Undergraduate level of econometrics

10

Goals and contents of the module: The goal of the module is to offer advanced treatment to econometric theory and to serve as the gate way to furtheradvanced theoretical and applied econometric modules offered in the economics graduate program at the Department ofEconomics in Mannheim.The module offers a revision of undergraduate level econometrics before moving on to extensive coverage of large-sampletheory and some organizing estimation principles such as GMM and Extremum estimators. Asymptotic properties of theseestimators are also the focus of the module as well as non-linear models and the treatment of serial correlation.Expected competences acquired after completion of the module:On successful completion of the module, students are expected to attain the following competences:
•
Attain advanced theoretical knowledge in econometrics in the specific topics the module covers at a hightechnical and mathematical level.
•
Be familiar with current theories and recent developments in the specific topics of focus for the module.
•
Attain a higher/advanced level of analytical capability.
•
Be in a position to take on follow-up advanced theoretical and applied econometrics modules.
•
Attain the level of competence that permits independent undertakings in search of new knowledge in thespecialist areas the module covers.
•
Attain the level of competence required to carry out (theoretical) research-oriented projects independently.
•
To be in a position to exchange information, ideas, and solutions with experts of the field on a scientific levelas well as with laymen.
•
To be able to communicate and to work effectively and efficiently with people and in groups.
•
Graduates are able to communicate precisely in the English specialist language.
Further information:Recommended textbooks:
•
Wooldridge (2010): Econometric Analysis of Cross Section and Panel Data. MIT Press.
•
Heij, De Boer, Franses, Kloek, and Van Dijk (2004): Econometric Methods with Applications in Business andEconomics. Oxford University Press.
•
Kirchgässner, Wolters (2007): Introduction to Modern Time Series Analysis.
•
Kirchgässner, Wolters (2006): Einführung in die moderne Zeitreihenanalyse.

Seminar

Prof. Dr. Markus Frölich

Autumn semester 2018

Please find the latest data under our Course Catalog

English

E700 - E703, E801 - E806

presentation and seminar paper

5

The seminar prepares for own research in theoretical econometrics. This seminar covers recent developments inmicroeconometrics with a particular focus on identification and estimation strategies that deal with endogeneity issues.Preference will be given to articles in Econometrica, recently published or forthcoming.Expected Competences acquired after completion of the module:On successful completion of the module, students are expected to attain the following competences:- Attain advanced knowledge in econometric theory.- Attain a higher/advanced level of analytical capability.- To be in a position to exchange information, ideas, and solutions with experts of the field on a scientific level as well aswith laymen.- Ability to communicate precisely in the English specialist language.- Presentation skills.- Attain the level of competence that permits independent undertakings in search of new knowledge in microeconometrictheory.

Lecture and exercise

E5031 Applied Labour Economics

Prof. Dr. Markus Frölich

FSS2018

Please find the latest data under our Course Catalog

Please find the latest data under our Course Catalog

Lecture (2) + exercises (2)

Englisch

E601 - E603

tba

9

Goals and contents of the module: This course will focus on different micro-econometric models using actual empirical studies from the field of laboureconomics. Starting from the standard theory of competitive labour markets, we introduce the concept of human capital, toexplain wage differences between individuals, and explore the role of education. Exploring the Mincer earnings function,discrimination and unemployment, the students will learn how to analyse actual labour data sets using Stata. The first partof the course will deal with linear panel data models and instrumental regressions, the second part will focus on discretechoice models. This course will end with the introduction of non-parametric estimators.Expected competences acquired after completion of the module:Ability to use Stata to conduct independent micro-econometric analysis and apply advanced micro-economic models.Further information:Introductory literature:
•
Wooldridge, Jeffrey M. (2002), Econometric Analysis of Cross Section and Panel Data, Cambridge, Mass.:MIT Press. Chapters 10-20.
•
George J. Borjas, Labor Economics

E5059 Public Service Delivery in Developing Countries

Prof. Dr. Carsten Trenkler

Frühjahrs-/Sommersemester 2018

Please find the latest data under our Course Catalog

English

E601 - E603 or equivalent

7

Goals and contents of the module: In this course, we will study both theoretically and empirically how best to motivate public servants with a focus on developingcountries. We will start with the traditional theory of motivation, looking at how incentive contracts and selection can affectperformance in the public sector and examine the results of experiments that have changed the incentive structure of publicservants. We will also examine a newer literature that focusses on how identity is shaped in the work place and notes thatworkers who are intrinsically motivated to work may not respond well to explicit incentives. Again, we will look at experimentalevidence that examines to what extent these theories are important in the real world.Expected competences acquired after completion of the module:Students will gain an understanding of the theory of incentives as well as how these apply to the real world in developingcountries. The course also aims to give students a better understanding of the empirical methods used in applied work onthe subject of incentivising public-sector workers.Further information: Recommended literature will be discussed in class.

Seminar

E820 Experimental Econometrics and RCTs in Development Economics

Prof. Dr. Markus Frölich

Spring semester 2018

PhD

Please find the latest data under our Course Catalog

English

E700 - E703, E801 - E806

seminar paper and presentations

5

The seminar prepares for own research in theoretical econometrics. This seminar covers recent developments inmicroeconometrics with a particular focus on identification and estimation strategies that deal with endogeneity issues.Preference will be given to articles in Econometrica, recently published or forthcoming.Expected Competences acquired after completion of the module:On successful completion of the module, students are expected to attain the following competences:- Attain advanced knowledge in econometric theory.- Attain a higher/advanced level of analytical capability.- To be in a position to exchange information, ideas, and solutions with experts of the field on a scientific level as well aswith laymen.- Ability to communicate precisely in the English specialist language.- Presentation skills.- Attain the level of competence that permits independent undertakings in search of new knowledge in microeconometrictheory.

Seminar

Entwicklungsökonomie

Prof. Dr. Carsten Trenkler

Spring semester 2018

Bachelor

Please find the latest data under our Course Catalog

German

Grundlagen der Ökonometrie

seminar paper, presentations, supplementary paper

6

Das Seminar umfasst aktuelle Themen bezogen auf Arbeitsmärkte in Entwicklungsländernmit einem empirischen mikroökonometrischen Fokus. Die Themen beinhalten unter anderem: Kinderarbeit,informelle Arbeitsmärkte, Unternehmertum, die Schaffung von Firmen, Arbeitsmarktregulierungen, Mikrokredite,Mikroversicherungen, etc. Die Seminartermine werden nach den Wünschen der Studierenden ausgewählt. DieStudierenden sollen aktuelle Probleme von Entwicklungsländern erörtern und erkennen sowie empirische Studien zudiesen Fragen bewerten und diskutieren. In diesem Sinne ist es eine Mischung zwischen einem reinen Seminar zuEntwicklungsländern und einem angewandten Ökonometrieseminar. Die Studierenden sollen also auch angewandteökonometrische Papiere verstehen, diskutieren und vorstellen, um die konkrete empirische Forschungsweise zuerlernen. Das Seminar ist insbesondere auch als eine Vorbereitung auf eine mögliche Bachelorarbeit im Bereich derangewandten empirischen Forschung gedacht, welche dann üblicherweise eine eigenständige ökonometrische Analysemit Sekundärdaten verlangt. Das Seminar stellt somit eine Brückenfunktion zwischen den Grundlagenvorlesungenzur Ökonometrie, welche eher das Methodenwissen vermitteln, und der eigenständigen empirischen Analyse in derwissenschaftlichen Forschung dar.Erwartete Kompetenzen nach Abschluss des Moduls: Die Studierenden haben gelernt, einen Aufsatz zu einem Themaaus der Entwicklungsökonomie zu schreiben und zu präsentieren, wobei sie den Bezug zu mikroökonomischenModellen und insbesondere empirisch-ökonometrischer Analyse herausgearbeitet haben. Dies umfasst somit auch einekritische Analyse und Begutachtung von empirischen Studien und deren Methodik, insbesondere der Ökonometrie, derDatengrundlage und der Umsetzung der empirischen Herangehensweise.

Lecture and exercise

Impact Evaluation

Dr. Giulia Montresor

Spring semester 2018

Bachelor

Please find the latest data under our Course Catalog

English

Statistik I+II, Grundlagen der Ökonometrie

tbd

6

Goals and contents of the module: The course is designed for introducing students to the main empirical strategies thatare typically used for impact evaluation: Randomized Control Trials, Identification on Observables, Instrumental Variables,Difference-in-Difference, Regression Discontinuity Design. Students will be both exposed to fundamental concepts behindthe estimation of causal effects and related applied applications. Students will be asked to actively participate and presenttheir project homework.Expected competences acquired after completion of the module:
•
Understand what impact evaluation is and the different techniques use
•
Understand the identification assumptions underlying each impact evaluation technique
•
Review the “parameters of interest”
•
Make judgments about what specific impact evaluation technique is appropriate to use according to thecontext and type of intervention
Further information: Main reading:Frölich, M.& Sperlich, S. (unpublished): Policy Evaluation – Econometric methods and applicationsOther useful material:Khandker S. et al. (2010): Handbook on Impact Evaluation: Quantitative Methods and PracticesAngrist J. and Pischke, J. (2009): Mostly Harmless EconometricsAngrist J. and Pischke, J. (2015): Mastering MetricsCaliendo M. and Kopeinig S. (2005): Some Practical Guidance for the Implementation of Propensity Score MatchingAngrist, J., Imbens, G., and Rubin, D. (1996): Identification of causal effects using instrumental variables. Journal of theAmerican Statistical Association, 91(434), 444-455.Lee, D., Lemieux, T., Regression discontinuity designs in economics (2010): Journal of economic literature, 48 (2),281-355.

Lecture and exercise

Statistics and Stata

Dr. Atika Pasha + Dr. Ingo Steinke

Spring semester 2018

Bachelor

Please find the latest data under our Course Catalog

English

Statistik I+II, Grundlagen der Ökonometrie

tbd

6

Goals and contents of the module: The course gives an introduction into the data management in Stata. That includeshow to set up do-files, the preparation of data for analysis, the generation of variables, the use of macros in Stata, and themerging of data sets. Basic and advanced statistical procedures will be discussed in the course. For each model, therewill be an introduction to the statistical model and it will be shown how to analyze the corresponding data with Stata andhow to interpret the output of Stata. The models considered are some elementary statistical models, the linear regressionmodel with homoscedastic and heteroscedastic error terms, analysis of variance models, linear panel data models,nonlinear regression models and binary and multinomial models.
Expected competences acquired after completion of the module: The students know basic probabilistic and statisticalconcepts, e.g. the concept of a statistical test and how to compute and use p-values. The students can analyze data withStata: The students are able to review a data set, generate summary statistics, and merge data sets. They know howto work with variables, matrices, and macros. They know how to perform elementary tests. The students can generateadvanced plots. They are able to set up a linear model with homoscedastic or heteroscedastic error terms and understandthe results provided by Stata. They can do an analysis of variance and test for heteroscedasticity in a linear regressionmodel. They understand the ideas of linear panel data regression and can analyze corresponding data. The students areable to estimate the parameters, perform tests for the parameters, and analyze the results in nonlinear regression modelsand binary choice models.
Further information: Literature: Cameron/Trivedi (2009). Microeconometrics using Stata. Stata Press.