Teaching Archive
Winter 2015
Microeconometrics
Graduate course at Universtiy of Graz
Time table
This course aims to familiarize students with the standard microeconometric methods to analyze individual level micro data. The methods will be discussed in a methodological framework as well as in an applied framework. Learning basics in STATA will be also a crucial part. The students are expected to solve the problem sets during the semester and prepare a small empirical project to demonstrate their ability to apply the methods discussed throughout the course. The final grade will be based on problem set solutions (% 20), project (30 %) and final exam (50%).
The following topics will be covered:

Maximum Likelihood Estimation

Quantal Response Models (Binary Response, Ordered Response, Multinomial Response)

Limited Dependent variables

Count Data
Slides
Introduction
Review: Regression & ML
Binary Response Models
Ordered Response Models
Multinomial Response Models
Limited Dependent Variable
Count Data
Notes
Notes on MLE
Notes on Asymptotic Theory
Stata Introduction
Stata Access
Problem Sets
Problem Set 1 (due December, 2nd)
Problem Set 2 (due December, 2nd)
Problem Set 3 (stata exercise)
Problem Set 4
Problem Set 5
Problem Set 6
Syllabus
Fall 2015
Statistics
The course provides an introductory treatment of statistics including the relevant prerequisites of probability theory. The course takes an abstract, formal point of view and centers on the explanation of the underlying concepts behind statistical inference. At the end of the course the students understand the mechanisms underlying statistical inference. They are able to properly interpret the outcomes of a test. Moreover, the students possess the tools necessary in order to design and execute tests on their own scientific hypotheses. Additionally the level of the course is set such that the students acquire the relevant skills in order to be able to cope with scientific literature in the econometrics community. The course lays the foundations for the following courses within the program.
Slides

Probability Theory

Transformations and Expectations

Common Families of Distributions (updated)

Multivariate Random Variables (updated for the second time, 22.10.2015)

Properties of Random Sample (updated on 16.11.2015)

Principles of Data Reduction

Point Estimation (updated on 03.12.2015)

Hypothesis Testing
Problems Sets

Problem Set 1

Problem Set 2

Problem Set 3

Problem Set 4

Problem Set 5

Problem Set 6

Problem Set 7

Problem Set 8
Spring 2015
Applied Microeconometrics
In the first part of the course, the standard microeconometric methods to analyse individual level micro data will be covered. In the second part the methods commonly used for causal inference will be discussed. This course also aims to familiarize the students with the basics in Stata.
Slides

ML Refresher

Introduction

Microeconometrics Methods

Causality

Regression and Propensity Score Weighting

Doubly Robust Methods

Matching Methods

Instrumental VariablesLATE
Problem Sets
Winter 2014
Microeconometrics
Graduate course at Universtiy of Graz
Summer 2014
Schedule can be found at the course's website. This course aims to familiarize students with the standard microeconometric methods to analyze individual level micro data. The methods will be discussed in a methodological framework as well as in an applied framework. Learning basics in STATA will be also a crucial part. The students are expected to solve the problem sets during the semester and prepare a small empirical project to demonstrate their ability to apply the methods discussed throughout the course. The final grade will be based on problem set solutions (% 20), project (30 %) and final exam (50%).
The following topics will be covered:

Maximum Likelihood Estimation

Quantal Response Models (Binary Response, Ordered Response, Multinomial Response)

Limited Dependent variables

Causality & Potential Outcomes

Observational Studies and Estimation of Treatment Effects under Unconfoundedness
Slides
SlidesI (October, 15)
SlidesII (October, 20)
SlidesIII (November, 4)
Notes
Notes on MLE (October, 20)
Notes on Asymptotic Theory (October, 20)
Stata Introduction (October, 20)
Stata Access (Oct, 27)
Problem Sets
Problem Set 1 (October, 17)
Problem Set 2 (October, 23)
Problem Set 3 (October,30)
Problem Set 4 (November, 6)
Problem Set 5 (December, 3)
Spring 2014
Microeconometrics
Graduate course at Universtiy of Konstanz
Course information can be found at the course's website. I will be teaching the part IV on Evaluation Econometrics.
Slides (updated July, 3)
Slides (LATE) (uploaded July, 7)
STATA example dofile
Applied Microeconometrics
This class will cover the theory and implementation issues for several standard methods for causal inference. We divide this class into two parts. The first part is going to be taught by me and the second part will be taught by Max Kasy. The slides for the first part will be ready to download before the lecture.
Slides for the first half

Introduction (April, 24)

Causality and Potential Outcomes (April, 24)

Randomized Studies (April, 27)

Regression Methods (April, 28)

Regression MethodsII (May, 5)

Weighting Methods (May, 5)

Doubly Robust Methods (May, 6)

Matching Methods (May, 9)
Teaching material for the second half
Fall 2013

Syllabus (updated May, 19)

Slides

Reading Material

Problem Set (May, 13)
Econometrics III
Slides
Notes
Previous Teaching

Statistics, Fall 2013, IHS

Statistics, Winter 2012, IHS

Econometrics IV, Spring 2012, IHS