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To be confirmed.

This course is compulsory on the BSc in Econometrics and Mathematical Economics, BSc in Economics and MSc in Economics (2 Year Programme). This course is not available as an outside option nor to General Course students.

Economics (EC1P1)

Microeconomics I (EC1A1)

Macroeconomics I (EC1B1)

Econometrics I (EC1C1)

This course builds on the knowledge learned in Econometrics I (EC1C1). In the MT part, we will start with the basic theory of econometric methods. Focusing on cross section data and linear models, this part rigorously develops the theory for econometric methods, particularly on the least squares and instrumental variable methods. Topics include finite sample properties (unbiasedness and standard error formula), asymptotic properties (consistency and asymptotic distribution), and inference methods (confidence intervals and hypothesis testing). Some discussions make use of matrix algebra.

During the LT part of the course, you will learn more advanced econometric techniques, like time series and panel data, difference-in-differences, and regression discontinuity designs. Teaching will be based on empirical examples and you will find out how to conduct their own empirical investigation. As part of the course, you will work on an empirical project and write a report about their analysis and findings.

20 hours of lectures and 10 hours of classes in the MT. 20 hours of lectures and 10 hours of classes in the LT.

During MT, there are weekly assignments and feedback will be given on two. During LT, students are expected to give two progress reports and are given feedback on those.

• J. D. Angrist and J. S. Pischke Mastering ‘Metrics. The Path from Cause to Effect, Princeton University Press.
• J. Wooldridge Introductory Econometrics. A Modern Approach, Cengage
• J. H. Stock and M. Watson Introduction to Econometrics, Pearson

Exam (50%, duration: 2 hours) in the January exam period.
Coursework (50%, 5000 words) in the LT.