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12036-01 - Vorlesung: Econometrics 6 KP

Semester Herbstsemester 2022
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 also follow the course "Advanced Econometrics" (41957) along with "Econometrics" (12036).
Students studying under the expiring study regulation will be admitted to the exam, even if the system should give the feedback that this is no longer possible.
Weblink Further Information

 

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 the Online Services before the course starts. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. In order to get access to ADAM in time, it is best to enrol before the course starts though.
Enrolment = Registration for the exam!
Unterrichtssprache Englisch
Einsatz digitaler Medien kein spezifischer Einsatz
HörerInnen willkommen

 

Intervall wöchentlich
Datum 21.09.2022 – 07.12.2022
Zeit Montag, 10.15-12.00 Biozentrum, Hörsaal U1.131
Mittwoch, 10.15-12.00 Biozentrum, Hörsaal U1.131

There will be no more lecture after Wednesday, December 7, 2022.

Datum Zeit Raum
Mittwoch 21.09.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 26.09.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 28.09.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 03.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 05.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 10.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 12.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 17.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 19.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 24.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 26.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 31.10.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 02.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 07.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 09.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 09.11.2022 12.15-14.00 Uhr Biozentrum, Hörsaal U1.141
Montag 14.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 16.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 21.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 23.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 28.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 30.11.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Montag 05.12.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 07.12.2022 10.15-12.00 Uhr Biozentrum, Hörsaal U1.131
Mittwoch 07.12.2022 12.15-14.00 Uhr Biozentrum, Hörsaal U1.141
Module Grundlagenmodul: Advanced Topics in Economics (Masterstudium: International and Monetary Economics) (Pflicht)
Kernmodul: VWL (Masterstudium: Wirtschaftswissenschaften (Studienbeginn vor 01.08.2021)) (Pflicht)
Modul: Field Electives in Finance and Money (Masterstudium: Finance and Money)
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: 06.01.23; 13:00-14:40.
For this exam you will still receive additional information by email. You would have to be on site at least 30 minutes before the exam starts.
The addresses of the examination rooms can be found here: https://wwz.unibas.ch/de/studium/pruefungen/vorlesungs-und-pruefungsraeume/
The repeat exam will be held on 06.02.23; 12:30-14:10. You will receive the rooms for the repeat exam by mail.

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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