DE / EN

Lehre – Aktuelle Kurse

Herbst/-Wintersemester 2023

  • 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 AudienceElective course for M. Sc. Economics
    Start, End/
    Time & Location
    Please 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

    GradingFinal 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 moduleStudents 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 informationRecommended literature: Cameron/ Trivedi (2009). Microeconometrics using Stata. Stata Press
    Expected number of students in class21
    Contact informationName: Dr. Nicholas Barton; Email: nibarton mail.uni-mannheim.de
    Name: Dr. Ingo Steinke; Email: isteinke rumms.uni-mannheim.de
  • E5040 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 Credits7
    Form and usability of the moduleElective course for M.Sc. in Economics
    Start, End/
    Time & Location
    Please 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 moduleThe 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 informationRecommended literature: Impact Evaluation (Frölich, Sperlich, 2019, Cambridge University Press)
    Expected number of students in class20
    Contact InformationName: 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 moduleCore course for M.Sc. Economics
    Start, End/
    Time & Location
    Please 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 moduleOn 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 Press

    Expected number of students in class65
    Contact informationName: Prof. Dr. Markus Frölich; Email: froelich@uni-mannheim.de; Office: L7, 3–5, room 114;
    Office hours: upon appointment
  • Entwicklungs­ökonomie

    Lehr­methode

    Blockseminar

    Art und Verwendbarkeit des ModulsWahl­veranstaltung im Bachelor­studien­gang Volkswirtschafts­lehre
    Modul­verantwortliche/r

    Prof. Dr. Markus Frölich

    Semester

    every term

    Start, End/
    Time & Location
    Please find the latest data under our course catalog
    ECTS-Punkte6
    Lehr­methode (Umfang)Blockseminar (2 SWS)
    Arbeits­aufwandPräsenzzeit Seminar: 21 Stunden; Zeit für die Anfertigung der Seminararbeit, für die Vorbereitung der Referate sowie für das Selbststudium 147 Stunden.
    Unterrichtssprache

    Deutsch

    Teilnahme­voraussetzungenGrundlagen der Ökonometrie

    Examination

    TBA
    Benotung15 Seiten schriftliche Seminararbeit (50%), 30 Min. Vortrag (25%), 10 Min. Koreferat (25%)
    Erwartete Zahl der Teilnehmer/innenmax. 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 ModulsDie 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 InformationenBitte beachten Sie den gemeinsamen Anmeldezeitraum für Seminare des Bachelor­studien­gangs VWL.
    KontaktProf. 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

    PrerequisitesSuccessful completion of first two years of PhD programme
    Start, End/
    Time & Location
    Please 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.