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16036-01 - Lecture: Microeconometrics I (3 CP)
| Semester | spring semester 2014 |
| Course frequency | Every spring sem. |
| Lecturers | Christian Kleiber (christian.kleiber@unibas.ch, Assessor) |
| Content | Introductory econometrics courses mainly cover the linear regression model, which is suitable for modelling response variables that may be considered as continuous. However, there are many practical situations where data are naturally discrete, e.g. binary, multinomial, or count data. The course will cover the classical nonlinear regression models for such data. It will use the framework of generalized linear models (GLMs), which provides a unified approach to models such as logit, probit and Poisson regression. Inference will be likelihood based. Empirical illustrations may include data from labor economics, health economics, or marketing, among further sources. The course will make use of the R language for statistical computing and graphics, hence basic knowledge of this software (including data import, running regressions) is expected. |
| Bibliography | Literature: R. Winkelmann und S. Boes: Analysis of Microdata, 2. Aufl. Springer 2009. Cameron AC, Trivedi PK (2005): Microeconometrics, Cambridge Univ. Press. Fahrmeir, L, Kneib T, Lang S, Marx B (2013): Regression -- Models, Methods and Applications, Springer. [available in electronic form via the university library!] |
| Weblink | Weblink |
| Admission requirements | Prerequisites: Introduction to Econometrics (for students from other departments: regression basics) Advanced Econometrics (for students from other departments: a second course in statistics, notably some likelihood inference) |
| Course application | Course Registration: Register in MOnA; Eucor students and exchange students contact the Registrar's Office at the Kollegiengebäude within the registration period. Registration = Enrollment for exam. |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Course auditors welcome |
| Interval | Weekday | Time | Room |
|---|
No dates available. Please contact the lecturer.
| Modules |
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Master International and Monetary Economics) Statistics and Computational Science Module (Master Actuarial Science) Vertiefungsmodul Marketing and Strategic Management (Master Business and Economics) Vertiefungsmodul Quantitative Methods (Master Business and Economics) |
| Assessment format | end-of-semester examination |
| Assessment details | Notes for the Assessment: Written exam. In addition, there will be at least two assignments, for which students may work in groups of two. Each assignment will account for 10% of the final grade. Date of the written exam: 12.06.2014; start: 9:15. WWZ S15: A-Z. You can still withdraw from the examination by submitting a completed, signed form to our office from 18.03.14 until 28.03.14 / 12:00 o’clock. Withdrawals sent by email will not be accepted. You will find the examination withdrawal form on the Homepage of the Student Dean’s Office. Prior to 17.03.14, please only use MONA for withdrawing. The exam rooms will be published up to 23.05.14. |
| Assessment registration/deregistration | Registration: course registration |
| Repeat examination | no repeat examination |
| Scale | 1-6 0,1 |
| Repeated registration | as often as necessary |
| Responsible faculty | Faculty of Business and Economics , studiendekanat-wwz@unibas.ch |
| Offered by | Abteilung Quantitative Methoden: Ökonometrie und Statistik |