Advanced Econometrics - Microeconometrics from a Semiparametric Perspective

Catalog description

This course is concerned with a rigorous, state-of-the-art introduction to Micro-econometrics. In particular, we will review many of the more recent contributions in Microeconometric Theory. While the focus of this course is theoretical, we will also be concerned with applications and the applicability of these methods. More specifically, we will consider nonparametric regression and density estimation methods, as well as methods and models for binary and categorial dependent variables, for limited dependent variables in general, and for models of selection. We will also discuss more general nonparametric IV models. Prerequisites are: Introductory Econometrics (at the level of the Wooldridge (2002).