Module (6 Credits)

Microeconometrics


Responsible
Jun.-Prof. Dr. Daniel Kühnle
Admission criteria
See exam regulations.
Workload
180 hours of student workload, in detail:
  • Attendance: 60 hours
  • Preparation, follow up: 60 hours
  • Exam preparation: 60 hours
Duration
The module takes 1 semester(s).
Qualification Targets

The students

  • are able to understand and explain formal representations of empirical models
  • are able to understand current developments in econometric methods based on their existing knowledge
  • are able to independently analyse and evaluate the empirical literature on the basis of the methods they have learned
  • can apply microeconometric methods appropriately to the problem at hand
  • can carry out basic evaluations and analyses using STATA
Relevance

In view of the increasing volume of microdata that is now being collected, it is becoming increasingly important to analyse this data in the area of energy trading.

Module Exam

The module-related examination is performed by a written exam (usually 60-90 minutes).

Usage in different degree programs
  • BWL EaF MasterWahlpflichtbereich 1st-3rd Sem, Elective
  • ECMX MasterWahlpflichtbereichME6 Applied Econometrics 1st-3rd Sem, Elective
  • GOEMIK MasterPflichtbereich 1st-2nd Sem, Compulsory
  • MuU MasterWahlpflichtbereich IWahlpflichtbereich I A.: Methodologie und allgemeine Theorien zur Untersuchung von Märkten und Unternehmen 1st-2nd Sem, Elective
  • VWL MasterWahlpflichtbereich I 1st-3rd Sem, Elective
  • Mathe MasterAnwendungsfach "Wirtschaftswissenschaften"Schwerpunkt "VWL-M I" 1st-4th Sem, Elective
  • WiMathe MasterVWL-M I 1st-4th Sem, Elective
Elements

Lecture (3 Credits)

Microeconometrics


Organisational Unit
Lehrstuhl für Volkswirtschaftslehre, insb. Arbeitsmarkt und Gesundheit
Lecturer
Jun.-Prof. Dr. Daniel Kühnle
Cycle
summer semester
SPW
2
Language
English
Participants

Preliminary knowledge

Basic knowledge of multiple linear regression analysis

Abstract

Introduction to non-linear microeconometric models & estimation methods

Contents

  • Questions of the empirical analysis
  • Data bases and analysis methods
  • descriptive and causal analysis
  • the paradigm of experimental analysis and the problems of non-experimental data in the social sciences
  • the problem of causal analysis using the example of the evaluation of economic and social policy measures
  • non-linear statistical models and estimation methods
  • Regression models as special cases of statistical models
  • special microeconometric methods and models (linear panel models, models for discrete dependent variables, censoring, matching, duration analysis)

Literature

  • Cameron/Trivedi, Microeconometrics
  • Manski, Identification in the Social Sciences
  • Wooldridge, Econometrics of Cross Section and Panel Data

Teaching concept

Lecture deals with 1. microeconometric models and 2. estimation methods in a theoretical way

Lecture: Microeconometrics (WIWI‑C0408)

Exercise (3 Credits)

Microeconometrics


Organisational Unit
Lehrstuhl für Volkswirtschaftslehre, insb. Arbeitsmarkt und Gesundheit
Lecturer
Jun.-Prof. Dr. Daniel Kühnle
Cycle
summer semester
SPW
2
Language
English
Participants

Preliminary knowledge

Voraussetzung ist der Besuch der Vorlesung 'Mikroökonometrie'

Abstract

Praktische Übungen zu nichtlinearen mikroökonometrischen Modellen & Schätzverfahren.

Contents

Siehe Vorlesung.

Literature

Siehe Vorlesung.

Teaching concept

1. Übungsaufgaben zu ökonometrischen Modellen und Schätzverfahren mit konkreten Beispielen

2. Empirische Übungen am PC (Anleitung durch Übungsleiter zum selbständigen Arbeiten

Exercise: Microeconometrics (WIWI‑C0407)
Module: Microeconometrics (WIWI‑M0178)