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E806 Advanced Econometrics III

Number of participants: 15

Instructors: Prof. Dr. Carsten Trenkler

Method (hours per week)lecture (4) + exercise (2)

Offered: spring term 2017

Course level: Ph. D. 

E700 (Mathematics for Economists), E701 (Advanced Microeconometrics I), E702 (Advanced Macroeconomics I), E703 (Advanced Econometrics I), E803 (Advanced Econometrics II)

ECTS-Credits: 5

Course Description: The course consist of two parts: in the first part, asymptotic theory of Econometrics II is applied to study the asymptotic properties of linear and nonlinear estimators. The second part deals with the identification of treatment effects. Here, the nonparametric identification problem is discussed and various semiparametric and nonparametric estimators are examined.

Contact person: Prof. Dr. Carsten Trenkler, E-Mail: mannsperger(at), L7, 3 - 5, Raum 107, Tel. 181-1845 (Sekretariat)