Teaching
Topics in Econometrics - (Master's, Winter-Spring 2018)
Tuesdays 10:30-14:00, Computer Laboratory, Department of Economics
Announcements:
Final Grades are online!
Sample solutions for the homework are online.
Grades for the Homework are online.
Please contact me if you cannot access the folder for the computer sessions.
0. Syllabus (updated 21.02.2018)
1. Introduction (updated 21.02.2018)
2. The Linear Regression Model and Endogeneity in the Linear Regression Model not for exam
3. Spatial Models in Econometrics (updated 27.02.2018)
4. Estimation of Spatial Models (updated 14.03.2018)
5. Interpretation in Spatial Models and Model Selection
6. Spatial Models with an Endogenous Weighting Matrix
Computer Session 1 (updated 21.02.2018)
Computer Session 2
Computer Session 3 (updated 12.03.2018)
Computer Session 4
Homework, Data, Grades, Sample Solution
Revision Questions
Final Grades
Networks and Social Interactions - NESI (MIEEP and MMF, SS 2015)
Evaluation: 5.025/6
Description: The aim of this course is to introduce the notions of networks and social interactions in economic decisions and outcomes. The course focuses on empirical aspects and covers the following topics:
1. Economics of Education.
2. Household Finance.
3. Labor Economics.
4. Financial Networks.
Syllabus: Part 1 (Eirini Tatsi), Part 2 (Marie Lalanne)
Tutorials: Every 2nd week; participants will get acquainted with software (Stata, R) and techniques to implement relevant applications.
Grading: 90-minute Exam (80%) and Homework Assignments (20%).
Exam 2015
Material: Part 1 (Eirini Tatsi)
Slides: Social Interactions
Other material: File 1, File 2, File 3, File 4
Tutorial 1: Data, Stata Log-file
Tutorial 2: Data, Stata Log-file
Homework 1, data_nesi_homework_1.dta, Homework 1 Solutions
Revision Questions
Material: Part 2 (Marie Lalanne)
Slides: Network Analysis, Financial Networks, Networks in the Labor Market
Other material: File 5, File 6
Tutorial 1: R Code
Tutorial 2: Stata Log-file
Tutorial 3: Stata Log-file
Homework 2, Homework 2 Solutions
Revision Questions
Econometrics for Household Finance with Stata (MMF Master's, SS 2014, biweekly lectures)
Class 1: 28.04.2014, 10:15-11:45 in HoF DZ Bank
Class 2: 14.05.2014, 16:15-17:45 in HoF DZ Bank
Class 3: 28.05.2014, 16:15-17:45 in HoF DZ Bank
Class 4: 11.06.2014, 16:15-17:45 in HoF DZ Bank
Class 5: 27.06.2014, 12:00-14:00 in room HZ8
Class 6: 09.07.2014, 16:15-17:45 in HoF DZ Bank
Material:
Class 1 (Introduction, freely available) do log graphs data
Class 2 (Linear Regression Model) log graphs
Class 3 (Binary Response Models) log
Class 4 (Corner Solutions, Censoring, Truncation, Sample Selection) log
Class 5 (Endogeneity) log
Class 6 (Social Interactions, freely available)
Empirical Project, Data, Sample Solutions
Pronouncing econometric models correctly: The Greek Alphabet
You can download LyX here: Thesis Template, References, Graph, pdf
Seminar in Household Saving, Borrowing and Portfolio Choice (SS 2014)
Empirical Project, Data, Sample Solutions
Advanced Econometrics I (1st year PhD, 1st half WS 2012-2013, lectures and biweekly tutorials)
Lecture on Asymptotic Theory: 26.10.2012, 10:00-12:00 in HZ 15
Tutorial 1: 14.11.2012, 16:00-18:00 in RuW 1.302
Tutorial 2: 28.11.2012, 16:00-18:00 in RuW 1.302
Tutorial 3: 12.12.2012, 16:00-18:00 in RuW 1.302
Material:
Introduction to STATA
Tutorial 1 and Solutions
Tutorial 2 and Solutions
Tutorial 3 and Solutions
Homework 1 (Deadline: 30.11.2012) and Solutions
Notes on Asymptotic Theory
Advanced Econometrics I (1st year PhD, 1st half WS 2010-2011, weekly tutorials)
Advanced Econometrics I (1st year PhD, WS 2009-2010, weekly tutorials)
1st Year PhD Students’ Awards: "Rising Star", Best Tutor
Advanced Econometrics II (1st year PhD, SS 2009, weekly tutorials)
Advanced Econometrics II (1st year PhD, SS 2008, weekly tutorials)
Microeconometrics (Diploma, SS 2008, biweekly tutorials)
Supervision
Master’s theses in Household Finance, WS 2013-2014 and WS 2014-2015
Term papers for Master’s Seminar in Household Saving, Borrowing, and Portfolios, SS 2014
Bachelor term papers in Household Finance, WS 2013-2014
Term papers for 2nd year PhD Seminar in Applied Econometrics, WS 2010-2011
Term papers for MSQE Seminar in the Econometrics of Crime, SS 2008