Advanced Econometrics

This is a joint PhD course for UniGe and IHEID students taught in the a.y. 2016-2017. The identification code of the course is S601011 at UniGe and EI058 at IHEID.

• Course content

The course consists of both lectures and applied classes according to the following timetable:

• Lectures: Mondays 14h15 to 16h00, room M3220 (building UNIMAIL at UniGe)
• Applied sessions: Wednesdays 10h00 to 12h00, room M3220 (building UNIMAIL at UniGe)

The lectures are divided in two parts, the first part is taught by prof. Stefan Sperlich (from 26.09.2016 to 31.10.2016) and the second by myself (from 14.11.2016 to 19.12.2016). The week November 07-11.11.2015 is mid-term break.

During the applied sessions of my part of the course students will be introduced to the statistical software Stata.

• Evaluation

Students will be evaluated on the basis of a written exam covering both parts of the course. The exam will take place on February 9th, 2017.

• Course material
  • Calendar of lectures and classes (to be continuously updated)
  • Lecture notes (subject to continuous updates)
    • notes on endogeneity (main reference for the course)
    • IV vs. 2SLS
  • Handnotes: 21.11.2016; 28.11.2016; 05.12.2016
  • Problem sets: all material (test, data, codes, solutions) available on chamilo.
  • Past exams: a.y. 2015-2016; a.y. 2015-2015
• Contacts

Instructors: Michele [dot] Pellizzari [at] unige [dot] ch and Stefan [dot] Sperlich [at] unige [dot] ch

TA: Raoul [dot] Theler [at] unige [dot] ch