PředmětyPředměty(verze: 908)
Předmět, akademický rok 2022/2023
   Přihlásit přes CAS
Applied Microeconometrics - JEM007
Anglický název: Applied Microeconometrics
Zajišťuje: Institut ekonomických studií (23-IES)
Fakulta: Fakulta sociálních věd
Platnost: od 2020
Semestr: letní
E-Kredity: 6
Způsob provedení zkoušky: letní s.:
Rozsah, examinace: letní s.:2/2, Zk [HT]
Počet míst: 40 / 40 (40)
Minimální obsazenost: neomezen
Virtuální mobilita / počet míst: ne
Stav předmětu: vyučován
Jazyk výuky: angličtina
Způsob výuky: prezenční
Poznámka: předmět je možno zapsat mimo plán
povolen pro zápis po webu
při zápisu přednost, je-li ve stud. plánu
Garant: Mgr. Barbara Pertold-Gebicka, M.A., Ph.D.
Vyučující: Mgr. Barbara Pertold-Gebicka, M.A., Ph.D.
Salim Turdaliev
Třída: Courses for incoming students
Anotace -
Poslední úprava: Mgr. Barbara Pertold-Gebicka, M.A., Ph.D. (05.04.2022)
Lecture 8 (April 5) can be found on YouTube: https://youtu.be/rRW23AKalpQ


This is a practical course in econometrics focused on econometric tools for cross-sectional and panel data that may be useful for policy analysis (for example, if your goal is to work for international organizations such as the OECD), firm-level data analysis (for example, we will learn how to analyze employee performance or what can be learned from consumer behavior), and research.
We will discuss identification issues, data choice and collection, and interpretation of results.

Podmínky zakončení předmětu -
Poslední úprava: Mgr. Barbara Pertold-Gebicka, M.A., Ph.D. (09.09.2021)

To pass the course students need to:

• Critically summarize one research topic (30 points)
 
   detailed setup will be announced in mid March, with deadline 14 days later
  
   generally, the task will be to write a review of a specific research paper
 

• Complete a home assignment (30 points)

   detailed setup will be announced in mid April, with the deadline 14 days later

   generally, the task will be to replicate an empirical research using available data

 
• Complete an Econometric Game - a project-based final exam (40 points)
 
   this is a take-home exam designed in a form of a short research preject. The setup will be anounced early May and students will present the outcome of their analysis during the last week of classes. Final projects in written form will be due by the end of May.
Literatura -
Poslední úprava: PhDr. Petr Bednařík, Ph.D. (15.05.2020)

Cameron, Colin A. and Trivedi, Pravin K. (2005): Microeconometrics: methods and applications, New York: Cambridge University Press.

Cameron, Colin A. and Trivedi, Pravin K. (2009): Microeconometrics Using Stata, College Station: Stata Press.

Manski, Charles (1995) : Identification Problems in Social Sciences, Cambridge: Harvard University Press.

Wooldridge, Jeffrey M. (2002): Econometric analysis of Cross-section and Panel Data, Cambridge: MIT Press.

Sylabus -
Poslední úprava: Mgr. Barbara Pertold-Gebicka, M.A., Ph.D. (05.04.2022)

Lecture 8 (April 5) can be found on YouTube: https://youtu.be/rRW23AKalpQ

ZOOM link for lectures (send e-mail no later than 30 min. before the lecture to be allowed in): https://cesnet.zoom.us/j/98047447780?pwd=L2xPN0xXSUFUK0ZoSTEvMVcvcWVHQT09

Lecture 1 (Tuesday, February 15, 12:30) - Introduction to the course, example of an empirical analysis inspired by one research paper
Lecture 2 (Tuesday, February 22, 12:30) – Microeconometric analysis - data sources, usual empirical problems, introduction to identification strategies

       Seminar 1 (Thursday, February 24, 15:30) - Introduction to Stata

Lecture 3 (Tuesday, March 1, 12:30) - Controlled experiments
Lecture 4 (Thursday, March 3, 15:30) - Natural experiments I - difference-in-differences estimation
Lecture 5 (Tuesday, March 8, 12:30) - Difference-in-differences continued - triple difference, robustness

       Seminar 2 (Thursday, March 9, 15:30) - Applying difference-in-differences in practice

No lecture (Tuesday, March 15, 12:30)
Lecture 6 (Tuesday, March 22, 12:30) - Synthetic control function

       Seminar 3 (Thursday, March 24, 15:30) - Applying synthetic control function in practice
 
Lecture 7 (Tuesday, March 29, 12:30) - Natural experiments II - natural experiments as instruments
Lecture 8 (Tuesday, April 5, 12:30) - Further issues with instrumental variable estimation (YouTube: https://youtu.be/rRW23AKalpQ)

  Seminar 4 (Thursday, April 7, 15:30) - instrumental variable estimation in Stata, checking quality of instruments

Lecture 9 (Tuesday, April 12, 12:30) - Regression discontinuity - sharp
Lecture 10 (Tuesday, April 19, 12:30) – Regression discontinuity - fuzzy

       Seminar 5 (Thursday, April 21, 15:30) - applying regression discontinuity in practice - randomization checks, method choice, etc.

Lecture 11 (Tuesday, April 26, 12:30) – Matching models 
Lecture 12 (Tuesday, May 3, 12:30) -  Matching models

        Seminar 6 (Thursday, May 5, 15:30) – matching models in practice

Lecture 13 (Tuesday, May 10, 12:30) – Student presentations: final projects

 
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