Microeconometrics

Notes and Assignments of the graduate course "Microeconometrics" at Tilburg University (2022).

Lecture Notes

Part I.a: Causal Inference

1. Randomized Control Trials
2. Instrumental Variables
3. Differences-in-Differences

Part I.b: Survival Analysis

1. Kaplan Meier Estimation
2. Cox Proportional-Hazards Model

Part I.c: Structural Econometrics

1. Generalized Method of Moments (GMM)
2. Structural Econometrics

Part II.a: Methods of Estimation

1. Quasi-Maximum Likelihood
2. Quantile Regression

Part II.b: Nonparametric Econometrics

1. Kernel Density Estimation
2. Nonparametric Regression
3. Semiparametric Regression

Part II.c: Limited Dependent Variables Models

1. Binary-Choice Models
2. Discrete-Choice Models
3. Censored Models

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Assignments

• Assignment 1: Randomization (RCTs), Omitted Variable Problem, Instrumental Variables (Grade: 95/100).
• Assignment 2: Survival Analysis, Generalized Method of Moments (Grade: 91/100).
• Assignment 3: Quantile Regression (Grade: 77/80).
• Assignment 4: Binary-Choice Models, Nonparametric Kernel Density, Nonparametric Regression, Semiparametric Binary-Choice Regression (Klein & Spady) (Grade: 116/120).