Mikroekonometrie II - JCM030

• Anglický název: Microeconometrics II
• Zajišťuje: CERGE (23-CERGE)
• Fakulta: Fakulta sociálních věd
• Platnost: od 2023
• Semestr: letní
• E-Kredity: 9
• Způsob provedení zkoušky: letní s.:
• Rozsah, examinace: letní s.:4/2, Zk [HT]
• Počet míst: 15 / neurčen (20)
• Minimální obsazenost: neomezen
• 4EU+: ne
• Virtuální mobilita / počet míst pro virtuální mobilitu: ne
• Stav předmětu: vyučován
• Jazyk výuky: čeština
• Způsob výuky: prezenční
• Způsob výuky: prezenční
• Poznámka: předmět je možno zapsat mimo plán; povolen pro zápis po webu; při zápisu přednost, je-li ve stud. plánu
• Garant: prof. Ing. Štěpán Jurajda, Ph.D.
• Vyučující: doc. Nikolas Karl Mittag, Ph.D.
• Neslučitelnost : JCM042
• Prerekvizity : JCM002, JCM017, JCM021, JCM029
• Je neslučitelnost pro: JCM042

Deskriptory

Poslední úprava: Mgr. Anna Papariga (24.01.2022)

The main topics of the class are econometric approaches to the problem of sample selection and (individual) heterogeneity. While the methods apply more generally, the class will focus on methods to address the selection problem from the program evaluation literature and place particular emphasis on heterogeneity in randomized control trials in the second part of the course.

Literatura

Poslední úprava: Mgr. Anna Papariga (24.01.2022)

The class mainly relies on a reading list and articles that will be posted on CMS by the beginning of the term. The following books cover a few of the topics and provide good reviews of basic issues:

 

Cameron, A. Colin and Pravin K. Trivedi (2005). Microeconometrics: Methods and Applications. Cambridge University Press.

Deaton, A. (1997) The analysis of household surveys: A microeconometric approach to development policy, Baltimore and London: Johns Hopkins University Press for the World Bank.

Greene, William H. (2011) Econometric Analysis, 7th edition, Prentice Hall.

Wooldridge, J.M. (2002). Econometric Analysis of Cross Section and Panel Data. MIT Press.

Požadavky ke zkoušce

Poslední úprava: Mgr. Anna Papariga (24.01.2022)

50 % problem sets, 50% course project

Sylabus

Poslední úprava: Mgr. Anna Papariga (24.01.2022)

1. Sample Selection and its Consequences for Econometric Evaluations: Theory and Evidence
1. Evidence From Re-evaluating Random Control Trials
2. Theory: Counterfactuals, Causality, Models of Selection and Parameters of Interest
2. Methods to Address Sample Selection
1. Selection on Observables Only:

                                                              i.      Models of Selection, Control Function and Machine Learning Approaches

                                                            ii.      Matching, Synthetic Controls and Re-weighting

1. Allowing for selection on unobservables

                                                              i.      Randomized Control Trials

                                                            ii.      Quasi-Experiments and Instrumental Variables

1. Heterogeneous Treatment Effects and Their Implications:
1. IV with Heterogeneous Treatment Effects
2. Models of and Tests for Heterogeneity
2. Methods to Analyze Heterogeneous Program Effects in RCTs
1. Effects on Outcome Distributions
2. Distribution of Treatment Effects
3. Conditional Average Treatment Effects
3. Analyzing Heterogeneity in Observational Studies: Marginal Treatment Effects