Topics are illustrated in lectures by empirical examples. Stata and R sample code is made available. Students will be offered the opportunity to deepen their understanding of the material with a number of empirical computer exercises. The course is centered around topics which of interest to a wider audience, rather than focusing on very specialised topics.
A final list of topics will be given during the lectures.
Teaching style
Face-to-Face teaching with the option to join online (hybrid). Zoom links will be available prior to course start via CBS’s virtual learning environment (Canvas).
Lectures and computer-based exercise classes. Students need to bring their own laptop.
Software: STATA licenses are available for CBS students. Students from other universities need to have their own license. R is open source.
Lecture plan
The course has 36 lectures (à 45 minutes). Lectures take place 6 hours a day on 6 days between 9:00-12:00 and 13:00 and 16:00. This is followed by at least 6 hours of student presentations on 1-2 days.
An additional contact hour for every two participants is added if the number of course participants exceeds 12. If the number of participants exceeds 14, the student presentations will take place on two adjacent days, otherwise on one day only. This means the minimum number of contact hours is 42.
The following tables contain provisional timing of topics with main references. More references will be provided during the course.
24.1.2023
Morning - Intro (1h), Non-semiparametric models (2h)
Afternoon - Non-semiparametric models (2h) , Quantile regression (1h)
25.1.2023
Morning - Quantile regression (3h)
Afternoon - Resampling methods (3h)
31.1.2023
Morning - Limited Dependent Variable models (3h)
Afternoon - Limited Dependent Variable models (3h)
1.2.2023
Morning - Limited Dependent Variable models (2h), Policy analysis (1h)
Afternoon - Policy analysis (3h)
7.2.2023
Morning - Policy analysis (3h)
Afternoon - Decomposition methods (3h)
8.2.2023
Morning - Duration models (3h)
Afternoon - Duration models (2h), QA, Summary & Evaluation (1h)
3.3.20239:00 - Project Submission Deadline, by email: rw.eco@cbs.dk
9.3.2023
Whole day - Student presentations, feedback & open discussion – CBS and external students
10.3.2023
Morning - Student presentations, feedback & open discussion – CBS students
Topic Main References
- Non-semiparametric models - CT2005, Chapter 9
- Quantile regression - CT 2005, Chapter 4.6; W2010, Chapter 12.10
- Resampling methods - CT2005, Chapter 11
- Limited dependent variable models - W2010, Chapters 16, 17, 18.2, 19.2, 19.5
- Policy analysis - W2010, Chapter 21; CT2005, Chapter 25
- Decomposition methods - Fortin, N., Lemieux, T. and Firpo, S. (2011)
- Duration models - CT2005, Chapters 17-19; W2010, Chapter 22
Exam
Extended essay (up to 10 pages) and student presentation (20 minutes+ 10 minutes discussion) on a topic related to the course content. The topic is chosen by the student and needs approval by the lecturer.
Grading scale: 7-step scale
Course Literature
This is indicative:
- Lecture Notes
- Jeffrey Wooldridge (2010), Econometric Analysis of Cross Section and Panel Data, 2nd edition, MIT Press: Cambridge, Mass.
- A.Colin Cameron, Pravon Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press.
- Academic journal articles on topics taught in the course.
Main textbooks:
This is indicative:
- Lecture Notes
- Jeffrey Wooldridge (2010), Econometric Analysis of Cross Section and Panel Data, 2nd edition, MIT Press: Cambridge, Mass.
- A.Colin Cameron, Pravon Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press.
- Academic journal articles on topics taught in the course.