Lehre – Aktuelle Kurse
Herbst/
E5026 Programming in Stata
Teaching method (hours per week) Lecture (3) and exercise (1) Lecturer
Dr. Ingo Steinke; Dr. Nicholas Barton, Ph.D. Semester
each fall term
Target Audience Elective course for M. Sc. Economics Start, End/
Time & LocationPlease find the latest data under our course catalog Course language
English
Prerequisites
E601 – 603 (or equivalent) Examination
www2.uni-mannheim.de/studienbueros/pruefungen/pruefungstermine/ ECTS
9.5
Grading Final exam (90 min, 100%) Course description
Goals and contents of the module:
Although Stata already offers a large number of econometric tools, novel approaches are often not available and have to be 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 lecture will start with an introduction to efficiently written do-files (including data processing). We will look at and discuss different data types. In hands-on sessions students will be taught how to prepare the data for analysis. Variables will be generated and 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 are important 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 econometric analyses. We will also touch upon Stata's matrix programming language Mata, non-linear optimization, e.g. ML estimation and bootstrap methods.
Expected competences acquired after completion of the module Students will be able to program quantitative methods using Stata independently. They are able to use Stata and Mata as programming languages and understand the standard syntax and the grammar of the languages. They will also be able to understand commands in Stata and edit these accordingly. Knowledge won from this module can be applied to various records. Students are capable of automatizing analysis and working efficiently. In addition to that, they will be able to conduct Monte Carlo simulations and interpret and use the results to estimate the quality of the estimation procedure. They can generate samples from a variety of distributions. Through Monte Carlo simulations, students will have a better comprehension of the uncertainty and quality of the estimation and test procedures. Further information Recommended literature: Cameron/ Trivedi (2009). Microeconometrics using Stata. Stata Press Expected number of students in class 21 Contact information Name: Dr. Nicholas Barton; Email: nibartonmail.uni-mannheim.de
Name: Dr. Ingo Steinke; Email: isteinkerumms.uni-mannheim.deE5040 Impact Evaluation and Causal Inference
Teaching method (hours per week)
Lecture (2) + Exercise (1) Responsible teacher of the module
Prof. Dr. Markus Frölich
Cycle of offer
Each fall semester
ECTS Credits 7 Form and usability of the module Elective course for M.Sc. in Economics Start, End/
Time & LocationPlease find the latest data under our course catalog Course language
English
Prerequisites
E601 – 603 (or equivalent) Examination
www2.uni-mannheim.de/studienbueros/pruefungen/pruefungstermine/ Grading
Written exam (120 min, 100%)
Goals and contents of the module:
This course will introduce students to theory and methods of modern impact evaluation. Topics will include counterfactual outcomes, heterogeneous treatment effects, (propensity) score matching, differences in differences, instrumental variables designs, randomized control trials, and regression discontinuity design. Expected competences acquired after completion of the module The students are able to apply the main econometric models and estimators for impact evaluation and causal infererence and are able to analyze and judge causal inference identification strategies. Further information Recommended literature: Impact Evaluation (Frölich, Sperlich, 2019, Cambridge University Press) Expected number of students in class 20 Contact Information Name: Anja Dostert; Email: dostert@uni-mannheim.de; Office: L7, 3–5, room 1.21/1.22 E603 Advanced Econometrics
Teaching method (hours per week) Lecture (4) + exercise (2) Lecturer
Prof. Dr. Markus Frölich
Semester
Each fall semester Form and usability of the module Core course for M.Sc. Economics Start, End/
Time & LocationPlease find the latest data under our course catalog Course language
English
Prerequisites
Undergraduate level of econometrics Examination
www2.uni-mannheim.de/studienbueros/pruefungen/pruefungstermine/ ECTS
10
Grading
Final exam (120 min, 100%) Course description Goals and contents of the module: The goal of the module is to offer advanced treatment of econometric theory and to serve as the gate way to further advanced theoretical and applied econometric modules offered in the economics graduate program at the Department of Economics in Mannheim.
The module offers a revision of undergraduate level econometrics before moving on to extensive coverage of large-sample theory and some organizing estimation principles such as GMM estimators. Asymptotic properties of these estimators 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 high technical 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 the specialist 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 level as 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:
• Econometrics; Bruce E. Hansen; University of Wisconsin; www.ssc.wisc.edu/~bhansen/econometrics/
• Wooldridge (2010): Econometric Analysis of Cross Section and Panel Data. MIT PressExpected number of students in class 65 Contact information Name: Prof. Dr. Markus Frölich; Email: froelich@uni-mannheim.de; Office: L7, 3–5, room 114;
Office hours: upon appointmentEntwicklungsökonomie
Lehrmethode Blockseminar
Art und Verwendbarkeit des Moduls Wahlveranstaltung im Bachelorstudiengang Volkswirtschaftslehre Modulverantwortliche/r Prof. Dr. Markus Frölich
Semester
every term
Start, End/
Time & LocationPlease find the latest data under our course catalog ECTS-Punkte 6 Lehrmethode (Umfang) Blockseminar (2 SWS) Arbeitsaufwand Präsenzzeit Seminar: 21 Stunden; Zeit für die Anfertigung der Seminararbeit, für die Vorbereitung der Referate sowie für das Selbststudium 147 Stunden. Unterrichtssprache Deutsch
Teilnahmevoraussetzungen Grundlagen der Ökonometrie Examination
TBA Benotung 15 Seiten schriftliche Seminararbeit (50%), 30 Min. Vortrag (25%), 10 Min. Koreferat (25%) Erwartete Zahl der Teilnehmer/ innen max. 13 Course description
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. Die Studierenden sollen aktuelle Probleme von Entwicklungsländern erörtern und erkennen sowie empirische Studien zu diesen 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 zu erlernen. Das Seminar ist insbesondere auch als eine Vorbereitung auf eine mögliche Bachelorarbeit im Bereich der angewandten 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 der wissenschaftlichen 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 eine kritische Analyse und Begutachtung von empirischen Studien und deren Methodik, insbesondere der Ökonometrie, der Datengrundlage und der Umsetzung der empirischen Herangehensweise. Weitere Informationen Bitte beachten Sie den gemeinsamen Anmeldezeitraum für Seminare des Bachelorstudiengangs VWL. Kontakt Prof. Dr. Markus Frölich, Tel. 0621/ 181-1920 (Sekretariat: Anja Dostert), E-Mail: dostert@uni-mannheim.de, L7, 3 – 5, Raum 1.21/1.22 E8040 Research Seminar – Topics in Experimental Econometrics and Causal Inference
Course Type
Research Seminar (3 and 4th year) Lecturer
Prof. Dr. Markus Frölich Semester
fall term 2023
Prerequisites Successful completion of first two years of PhD programme Start, End/
Time & LocationPlease find the latest data under our course catalog Course language
English
Requirements for the assignment of ECTS Credits and Grades: A written seminar paper on a topic of own choice and a presentation in class. Examination
www2.uni-mannheim.de/studienbueros/pruefungen/pruefungstermine/ ECTS
5 Course description
Course content:
Research seminar where Ph.D. students, who have completed their course work, present their own research and receive feedback. This seminar is intended to discuss topics around theoretical as well as applied research in the area of causal inference as well as randomized experiments and experimental design. Students are encouraged to review literature on a topic within this field, and explore if such research field may reflect or support their development of their own PhD project. Seminar topics normally refer to either Econometric Theory, i.e. identification or design development as well as estimators and their properties, or the applicability of methods that are linked to causal identification.
Competences acquired:
Doctoral Students will know how to
– identify a research question,
– put a research question into context of the relevant literature,
– present their current stage of research to their peers in a seminar environment.