Facultades y centros
Otros centros
Servicios administrativos
Servicios generales
Código:
41210
Profesor/a responsable:
COLLADO VINDEL, MARIA DOLORES
Crdts. ECTS:
6,00
Créditos teóricos:
1,60
Créditos prácticos:
0,40
Carga no presencial:
4,00
This is the second course in Econometrics in the master program. Students have taken Statistics and Econometrics I in the previous semester.
Competencias Generales del Título (CG)
Competencias específicas (CE)
Sin datos
The purpose of this course is to provide students with a set of tools to understand and analyze economic data and expose them to econometric strategies frequently used in applied microeconomics research.
1. Discrete Choice Models
1.1 Introduction
1.2 The Linear Probability Model
1.3 Index models: Probit and Logit models
1.4 Multinomial response models
1.5 Ordered response models
2. Tobit and Selection Models
2.1 Censored regression models: The Tobit model
2.2 Selection models
3. Models for Panel Data
3.1 Introduction
3.2 Static Models
3.3 Dynamic Models
4. Program Evaluation Methods
4.1 Causality and Randomized Experiments
4.2 Differences-in-Differences Strategies
4.3 Estimating Average Treatment Effects
4.4 Instrumental Variables Methods for Program Evaluation
4.5 Regression Discontinuity Design
Sin datos
Mastering `Metrics : the path from cause to effect | |
Autor(es): | Angrist, Joshua D. ; Pischke, Jörn-Steffen |
Edición: | Princeton : Princeton University Press, 2015; |
ISBN: | 978-0-691-15284-4 |
Categoría: | Básico |
Mostly harmless econometrics : an empiricist`s companion | |
Autor(es): | Angrist, Joshua D. ; Pischke, Jörn-Steffen |
Edición: | Princeton : Princeton University Press, 2009; |
ISBN: | 978-0-6911-2035-5 |
Categoría: | Básico |
Microeconometrics : methods and applications | |
Autor(es): | Cameron, A. Colin |
Edición: | Cambridge : Cambridge University Press, 2005; |
ISBN: | 978-0-521-84805-3 |
Categoría: | Básico |
Panel data econometrics | |
Autor(es): | Arellano, Manuel |
Edición: | United States : Oxford University Press, 2003; |
ISBN: | 0-19-924528-2 |
Categoría: | Complementario |
Econometric analysis of cross section and panel data | |
Autor(es): | Wooldridge, Jeffrey M. |
Edición: | Cambridge : MIT Press, 2010; |
ISBN: | 978-0-262-23258-6 |
Categoría: | Básico |
Students will be given problem sets and will have to hand them in on established dates. The problem sets will be graded, and the solutions to the problem sets will be discussed in class. The grade will be based on a final exam (45%), a midterm exam (45%) and problem sets (10%).
There will be a retake exam in July that will count 90% of the grade. The other 10% are the problem sets.
Descripción | Criterio | Tipo | Ponderación |
Midterm exam | There will be theoretical questions and empirical exercises |
ACTIVIDADES DE EVALUACIÓN DURANTE EL SEMESTRE | 45 |
Problem sets | There will be problem sets. Cooperation in the assignments is encouraged, but they should be written up individually. |
ACTIVIDADES DE EVALUACIÓN DURANTE EL SEMESTRE | 10 |
There will be a final exam during the exam period. | There will be theoretical questions and empirical exercises |
EXAMEN FINAL | 45 |
Grupo | Semestre | Turno | Idioma | Matriculados | En matrícula, asignado a |
---|---|---|---|---|---|
Gr. 1 (CLASE TEÓRICA) : 1 | IN | Todo el día | ANG | 14 |
|
Grupo | Semestre | Turno | Idioma | Matriculados | En matrícula, asignado a |
---|---|---|---|---|---|
Gr. 1 (PRÁCTICAS DE PROBLEMAS / TALLER) : 1 | IN | Todo el día | ANG | 14 |
|