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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

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).