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1046916 |
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Course |
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| Applied Econometrics for Researchers - Fall 2019 | ||
Faculty |
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Hans Christian Kongsted, Professor, Department of Strategy and Innovation, Copenhagen Business School, Email: hck.si@cbs.dk Vera Rocha, Tenure-track Assistant Professor, Department of Strategy and Innovation, Copenhagen Business School, Email: vr.si@cbs.dk |
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Course Coordinator |
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| H. C. Kongsted | ||
Prerequisites |
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The course requires that students have basic qualifications in statistics. It is assumed that students know how to calculate e.g. mean values, standard deviations and correlations, and how to interpret these and how to perform basic statistical tests, e.g. comparing means. Knowledge of any particular programming language or estimation procedures is not required even if Stata is used in the course. Some programming experience is, however, an advantage. Students are expected to follow the entire program and to attend the final written exam. Students attending the course will need access to Stata. STATA is available for usage at the CBS computer room. Note that CBS does not offer licensed Stata to students. |
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Aim |
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The overall aim of the course is to provide econometric analytical tools to PhD students with limited prior econometric experience. Students will be able to identify the appropriate econometric technique given their research question and the available data. Students will be able to distinguish between different econometric models and understand the limitations and pitfalls of each taught tool. |
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Course content |
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| The student will be equipped with tools ranging from Ordinary Least Square to Limited Dependent Variables Models and Count Models useful for cross section settings. In this context, students will learn how to handle selection bias and endogeneity problems. Furthermore, the student will be exposed to panel data estimation. | ||
Teaching style |
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Lectures, workshops, home exercises, student presentations of home exercises. |
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Lecture plan |
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Morning sessions 9.00-12.00 Afternoon sessions 13.00-16.00 (dates are subject to change) 26/09-2019 Morning: Introduction to econometrics, Ordinary Least Squares, and Stata essentials (HCK), room: K2.53 Afternoon: Workshop – Stata essentials(HG), room: SP107 3/10-2019 Morning: OLS, Dummy Variables and Moderation Effects (HCK), room: K2.53 Afternoon: Workshop – Application and interpretation of OLS (HG), room: SP107 10/10-2019 Afternoon (13:30) : Logit and Probit Models (HCK), room: K1.43 11/10-2019
Afternoon (12:35): Workshop –Interactions; Logit/probit models (HG), room: SP107 24/10-2019 Morning: Limited-dependent Variable Models (HCK), room K2.53 Afternoon: Workshop - Limited-dependent Variable models (HG), room: SP107 31/10-2019 Morning: Matching Methods (VR), room K2.53 Afternoon: Workshop - Matching (HG), room SP107 7/11-2019 Morning: Attrition and Selection Models (VR), room: K2.53 Afternoon: Workshop - Selection and Attrition (HG), room: SP107 14/11-2019 Morning: Instrumental Variables (VR) room K2.53 Afternoon: Workshop - Instrumental Variables (HG), room: SP107 21/11-2019 Morning: Panel Data Models (VR), room: K2.53 Afternoon: Workshop - Panel Data (HG), room: SP107 28/11-2019 Morning: Exam, room: SP108 from 11:40-15:40 |
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Learning objectives |
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| Subsequent attending this course, the student should feel substantially better equipped to tackle econometric challenges, conduct rigorous econometric studies and to discuss and comment on econometric work of others. | ||
Exam |
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Other |
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Start date |
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| 26/09/2019 | ||
End date |
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| 28/11/2019 | ||
Level |
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| PhD | ||
ECTS |
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| 6 | ||
Language |
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| English | ||
Course Literature |
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(TITLES ARE SUBJECT TO CHANGE) • Ai C., & Norton E.C., (2003). Interaction terms in logit and probit models. Economics Letters, 80 123-129. • Cameron, A. and Trivedi, P., 2005: Microeconometrics: Methods and Applications, Cambridge University Press. • Certo, S., Busenbark, J., Woo, H., Semadeni, M, 2015. Sample selection bias and Heckman models in strategic management research, Strategic Management Journal 37 (13) 2639-2657. • Hoetker G., (2007), The use of logit and probit models in strategic management research: critical issues. Strategic Management Journal, 28 331-343. • Norton E.C., H. Wang, & Ai C., (2004). Computing interaction effects and standard errors in logit and probit models. The Stata Journal, 4(2) 154-167. • Wooldridge, J. M. (2015), Introductory Econometrics - A Modern Approach, International Student Edition, 6th Edition, South Western • Wooldridge, J. M. (2002), Econometric Analysis of Cross Section and Panel Data, The MIT Press, Cambridge MA |
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Fee |
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| DKK 7,800 | ||
Minimum number of participants |
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| 8 | ||
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Maximum number of participants |
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| 12 | ||
Location |
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Copenhagen Business School |
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Contact information |
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Bente S. Ramovic |
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Registration deadline |
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| 27/08/2019 | ||
| Please notice that registration is binding after the registration deadline | ||