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Econometric Methods I Spring 2014

Barcelona GSE, Universitat Pompeu Fabra Albrecht Glitz

Econometric Methods I - Course Overview

The Course
Teaching: Stephan Litschig (18 hours) Albrecht Glitz (22 hours) Lectures: Mondays 17:00-19:00, Room 40.150 Wednesdays 11:00-13:00, Room 40.150 Evaluation: Six Graded Homeworks (30%) Final Exam (70%)

Contact Information
Oce: 20.1E84 Oce Hour: Thursdays 12:00-13:00 Email: albrecht.glitz@upf.edu

Econometric Methods I - Course Overview

Classes
Teaching Assistant: Felix Mauersberger Email: felix.mauersberger@upf.edu Thursdays 16:00-18:00. Problem sets can be solved in groups of up to 3 but everyone has to hand in individually, clearly noting the names of all group members on the front sheet. One solution per group is then randomly selected and graded, and the grade given to all group members.

Topics
Panel Data Models (10 hours) Discrete Choice Models (4 hours) Tobit and Selection Models (2 hours) Duration Models (4 hours) Quantile Regressions (2 hours)

Readings
Wooldridge, J. M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge MA, Chapters 10-11, 15-17. Cameron, A. C. and P. K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press, New York, Chapters 14-16. Greene, W. (2005), Econometric Analysis, 5th edition, Prentice-Hall International, Chapter 23.

Econometric Methods I

Maddala, G. S. (1989), Limited Dependent and Qualitative Variables in Econometrics, Cambridge University Press, New York.

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