For all BSE PhD tracks, students can choose between the courses "Econometrics II (Advanced Econometrics)" and "Econometrics II (Advanced Applied Econometrics)" for the mandatory Core Course "Econometrics II" in the spring semester.
Description:
This course deals with advanced estimation techniques in modern econometrics. In the first part we study Pesudo-ML and GMM as extremum estimation problems with special attention to asymptotic theory and the weak instruments problem. The second part covers non- and semi-parametric topics including the bootstrap, density estimation, and non- and semi-parametric regression. The third part covers the concept of econometric identification, and possible frameworks to write down and interpret causal estimands (treatment effects). We also discuss a number of techniques for estimation of treatment effects (IV, Diff-and-Diff, RDD, Matching).
Literature:
see syllabus
Time & venue:
Lectures/ tutorials: Wednesdays, 12:00-14:00 & Fridays, 10:00-12:00; both HU Berlin, Spandauer Str. 1, room 125
Exam:
Written exam (90 min)
More information can be found in the syllabus and on Moodle.
