230338 :Econometrics 2 (CentER)

General info

Instruction language English
Type of Instruction Lectures and tutorials (No data available yet)
Type of exams Written final exam (80%) and regular graded homework assignments (20%). (Examination schedule)
Level:Master
Course load:6 ECTS credits
Blackboard InfoLink to Blackboard (When you see 'Guest are not allowed in this course', please login at Blackboard itself)

Lecturer(s)


dr. M. Salm (Coordinator)

Dr T.J. Klein
No photo available
S. Upadhyay


Objectives

This course provides a rigorous training in microeconometrics at the graduate level.


Contents

  1. Binary and ordinal choice
  2. Multinominal choice
  3. Censoring and truncation
  4. Duration analysis
  5. Treatment effects and sample selection
Semi- and nonparametric methods are discussed in turn


Specifics

Matlab and Stata software are used

Before enrolling all non-CentER students should ask permission to the Director of Graduate Studies in Economics. Please send your request for permission to CentER Graduate School at center-gs@uvt.nl.


Compulsory Reading

  1. Cameron and Trivedi, Microeconometrics - Methods and Applications, Cambridge University Press, 2005.
  2. Selected papers (to be posted on blackboard).
  3. Klein, Lecture notes in Econometrics, 2014.


Required Prerequisites

Quantitative Methods (CentER) and Econometrics 1 (CentER)


Compulsory for

  • Research Master in Business: Accounting ( 2017 )
  • Research Master in Business: Finance ( 2015, 2016, 2017 )
  • Research Master in Economics ( 2014, 2015, 2016, 2017 )


Recommended option for

  • Research Master in Business: Finance ( 2014 )

(25-aug-2017)