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12036-01 - Vorlesung: Econometrics 6 KP

Semester Herbstsemester 2021
Angebotsmuster Jedes Herbstsemester
Dozierende Andrea Ghisletta (andrea.ghisletta@unibas.ch)
Kurt Schmidheiny (kurt.schmidheiny@unibas.ch, BeurteilerIn)
Inhalt Outline:
1. Causal effects and the logic of randomized experiments
2. Linear regression: Estimation, small and large sample properties, hypothesis testing, omitted variable bias, model selection, functional form, heteroscedasticity, autocorrelation, clustering
3. Instrumental variable estimation: Estimation, identification, weak instruments
4. Panel data: fixed effects, random effects
5. Maximum likelihood estimation
6. Binary choice: probit and logit
Lernziele This course provides students with the basic econometric tools for cross-section and panel data. It is an applied course preparing students to both conduct own empirical research projects and assess empirical research papers. Each of the discussed tools will be implemented using standard statistical software (Stata or R) and real world data. Students will learn how to choose the adequate statistical method, discuss its identifying assumptions, correctly interpret its results and to translate them into economically meaningful answers. This course is supplemented by the course “Fundamentals of Econometric Theory” (41957) which provides formal proofs and additional results.
Literatur Any textbook in econometrics covers the topics developed in this course. The technical level of this course will be closer to the introductory text- books. However, students with a strong mathematical background may find the advanced textbook more appropriate. The two companions are not self-contained textbooks but useful to deepen the intuitive understanding.
Introductory textbook:
- Stock, James H. and Mark W. Watson (2020), Introduction to Econometrics, 4th Global Edition, Pearson.
Advanced textbooks:
- Cameron, A. Colin and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press.
- Davidson, Russell and James G. MacKinnon (2004), Econometric Theory and Methods, Oxford University Press.
- Hayashi, Fumio (2000), Econometrics, Princeton University Press.
- Wooldridge, Jeffrey M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press.
Companion textbooks:
- Angrist, Joshua D. and Jorn-Steffen Pischke (2009), Mostly Harmless Econometrics: An Empiricist's Companion, Princeton University Press.
- Kennedy, Peter (2008), A Guide to Econometrics, 6th ed., Blackwell Publishing.
Bemerkungen Students who plan to take other courses in econometrics (Microeconometrics I and II, Time Series Analysis I and II) should follow the course "Fundamentals of Econometric Theory" (41957) along with "Econometrics" (12036).
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Teilnahmebedingungen Prerequisites:
Completed BA in Business and Economics and basic knowledge in statistics, particularly the linear regression model
Anmeldung zur Lehrveranstaltung Registration: Please enrol in MOnA. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam!
Unterrichtssprache Englisch
Einsatz digitaler Medien kein spezifischer Einsatz

 

Intervall wöchentlich
Datum 22.09.2021 – 22.12.2021
Zeit Montag, 10.15-12.00 Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch, 10.15-12.00 Chemie, Organische, Grosser Hörsaal OC

The course is planned as an in-class course, if necessary it will be offered in hybrid form, i.e. with a simultaneous livestream or as an online presence course.

Datum Zeit Raum
Mittwoch 22.09.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 27.09.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 29.09.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 04.10.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 06.10.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 11.10.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 13.10.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 18.10.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 20.10.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 25.10.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 27.10.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 01.11.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 03.11.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 08.11.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 10.11.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 15.11.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 17.11.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 22.11.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 24.11.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 29.11.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 01.12.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 06.12.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 08.12.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 13.12.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 15.12.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Montag 20.12.2021 10.15-12.00 Uhr Biozentrum Neubau, Maurice E. Müller Saal U1.111
Mittwoch 22.12.2021 10.15-12.00 Uhr Chemie, Organische, Grosser Hörsaal OC
Module Grundlagenmodul: Advanced Topics in Economics (Masterstudium: International and Monetary Economics) (Pflicht)
Kernmodul: VWL (Masterstudium: Wirtschaftswissenschaften (Studienbeginn vor 01.08.2021)) (Pflicht)
Modul: Fundamentals in Business and Economics (Masterstudium: Wirtschaftswissenschaften)
Modul: Fundamentals in Business and Technology (Masterstudium: Business and Technology)
Modul: Fundamentals in Economics (Masterstudium: Economics and Public Policy)
Modul: Kernbereich Wirtschaftswissenschaften (Masterstudium: Sustainable Development)
Modul: Methoden der Wirtschaftswissenschaften (Masterstudium: European Global Studies)
Modul: Vorbereitung Masterarbeit Wirtschaftswissenschaften (Masterstudium: Sustainable Development)
Leistungsüberprüfung Examen
Hinweise zur Leistungsüberprüfung There will be a final exam and eight online tests. The online tests will be graded on a pass / fail basis. You must pass at least five out of the eight online tests in order to be allowed to the final exam. If you do not fulfill this requirement, you will be excluded from the final exam and deregistered from the course in MONA. The grade will solely be determined by the final exam.
written exam: tba
An-/Abmeldung zur Leistungsüberprüfung An-/Abmelden: Belegen resp. Stornieren der Belegung via MOnA
Wiederholungsprüfung eine Wiederholung, bester Versuch zählt
Skala 1-6 0,1
Wiederholtes Belegen einmal wiederholbar
Zuständige Fakultät Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch
Anbietende Organisationseinheit Wirtschaftswissenschaftliche Fakultät / WWZ

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