Econometrics 2
The course discusses the concept of causality, for example, under what assumptions causal effects can be estimated. The course is mandatory in the Master’s programme in Economics.
The course discusses the following methods: i) randomised experiments and the concept of exogenous variation, ii) selection on observables (regression control and matching), iii) instrumental variables, iv) panel data and differences-in-differences, and v) regression discontinuity. The course covers both theory and practical examples.
This is a 7.5 credit course. Course material will be available on the learning platform.
Teaching Format
Instruction is given in the form of lectures and computer experiments. The language of instruction is English.
Assessment
The course is examined on the basis of:
- Continuous examination through written assignments that are to be completed and submitted in groups
- A written examination
Examiner
The schedule will be available no later than one month before the start of the course.
We do not recommend print-outs as changes can occur. At the start of the course,
your department will advise where you can find your schedule during the course.
Note that the course literature can be changed up to two months before the start of the course.
- Stock & Watson. Introduction to Econometrics.
- Angrist, J & Pischke, J-S, Mostly Harmless Econometrics. An Empiricist’s Companion. Princeton University Press.
Course reports are displayed for the three most recent course instances.
