Universidad Carlos III de Madrid
DEPARTAMENTO DE ECONOMÍA

Econometría II: Microeconometría


Raquel Carrasco
Ricardo Mora
R: 15.2.30
R: 15.2.08
E: rcarras@eco.uc3m.es E: ricmora@eco.uc3m.es
T: 91 624 9583
http://www.eco.uc3m.es/~ricmora/made/T: 91 624 9576
This course is an introduction to applied research in Economics using basic cross-section and panel data econometric techniques. In addition, the course will provide programming examples and practices with Stata.
Basic References:
JEFFREY M. WOOLDRIDGE "Introducción a la econometría: Un enfoque moderno" Thomson España, Segunda Edición.
JEFFREY M. WOOLDRIDGE "Introduction to Econometrics: A modern approach" Thomson USA, Second Edition
Week
Session
Topic
Teacher
Date
Hours
Room
Materials
1
1
Instrumental Variables (I)
Carrasco
4/2/2014
11:00-13:00
15.S.01
IV Slides, Practice01.zip
1
2
Instrumental Variables (II)
Carrasco 5/2/2014 9:00-11:00 15.S.01 Practice02.zip
2
3
Instrumental Variables (III)
Carrasco 11/2/2014 11:00-13:00 15.S.01
2
4
Panel Data (I)
Carrasco 12/2/2014 9:00-11:00 15.S.01 Panel Data Slides, Practice03.zip
3
5
Panel Data (II)
Carrasco 18/2/2014 11:00-13:00 15.S.01 Practice04.zip
3
6
1st. Test.
Carrasco
19/2/2014 9:00-11:00 15.S.01
4
7
Maximum Likelihood (I) Mora 25/2/2014
11:00-13:00 15.S.01 ML handout
4
8
Maximum Likelihood (II) Mora
26/2/2014 9:00-11:00 15.S.01 Practice05.pdf
5
9
The Random Utility Model
Mora
4/3/2014 11:00-13:00 15.S.01 RUM handout, Practice06.zip, Example
5
10
Truncation and non-Random Selection
Mora
5/3/2014 9:00-11:00 15.S.01 Tobit handout, Practice07.zip Example
6
11
Heckman's Selection Model
Mora
11/3/2014 11:00-13:00 15.S.01 Heckman handout
6
12
2nd. Test
Mora
12/3/2014 9:00-11:00 15.S.01