Introductory Microeconometrics

Main methods of estimation in econometrics: OLS, GLS, IV, ML; binary choice models - logit, probit; tobit model; ordered logit and ordered probit models; introduction into panel data analysis - fixed and random effects models

1) to familiarize students with construction, methods of estimation and applications of typical microeconometrics models, such as logit/probit binary and ordered models, tobit models.

2) to introduce maximum likelihood estimators and show their properties

3) to present applications of microeconometric models in business and economics

4) to get students acquainted with applications of panel data and basic tools such as linear fixed and random effects models

5) to introduce students into the practical use of econometric models: present modern software, analyze literature, construct microeconometric models and be able to draw valid conclusions from them.

Literatura podstawowa:

M. Verbeek, A guide to modern econometrics, Wiley 2012.

Literatura uzupełniająca:

D. Hosmer, S. Lemeshow, Applied logistic regression, Wiley, 2000;

G.S. Maddala, Introduction to Econometrics, 4th ed., Wiley, 2004

A. Cameron, P. Trivedi, Microeconometrics Using Stata, Stata Press Publication

Kryteria oceniania:

projekty: 100.00%

Main methods of estimation in econometrics: OLS, GLS, IV, ML; binary choice models - logit, probit; tobit model; ordered logit and ordered probit models; introduction into panel data analysis - fixed and random effects models

1) to familiarize students with construction, methods of estimation and applications of typical microeconometrics models, such as logit/probit binary and ordered models, tobit models.

2) to introduce maximum likelihood estimators and show their properties

3) to present applications of microeconometric models in business and economics

4) to get students acquainted with applications of panel data and basic tools such as linear fixed and random effects models

5) to introduce students into the practical use of econometric models: present modern software, analyze literature, construct microeconometric models and be able to draw valid conclusions from them.

Literatura podstawowa:

M. Verbeek, A guide to modern econometrics, Wiley 2012.

Literatura uzupełniająca:

D. Hosmer, S. Lemeshow, Applied logistic regression, Wiley, 2000;

G.S. Maddala, Introduction to Econometrics, 4th ed., Wiley, 2004

A. Cameron, P. Trivedi, Microeconometrics Using Stata, Stata Press Publication

Kryteria oceniania:

projekty: 100.00%

Main methods of estimation in econometrics: OLS, GLS, IV, ML; binary choice models - logit, probit; tobit model; ordered logit and ordered probit models; introduction into panel data analysis - fixed and random effects models

1) to familiarize students with construction, methods of estimation and applications of typical microeconometrics models, such as logit/probit binary and ordered models, tobit models.

2) to introduce maximum likelihood estimators and show their properties

3) to present applications of microeconometric models in business and economics

4) to get students acquainted with applications of panel data and basic tools such as linear fixed and random effects models

5) to introduce students into the practical use of econometric models: present modern software, analyze literature, construct microeconometric models and be able to draw valid conclusions from them.

Literatura podstawowa:

M. Verbeek, A guide to modern econometrics, Wiley 2012.

Literatura uzupełniająca:

D. Hosmer, S. Lemeshow, Applied logistic regression, Wiley, 2000;

G.S. Maddala, Introduction to Econometrics, 4th ed., Wiley, 2004

A. Cameron, P. Trivedi, Microeconometrics Using Stata, Stata Press Publication

Kryteria oceniania:

projekty: 100.00%

Main methods of estimation in econometrics: OLS, GLS, IV, ML; binary choice models - logit, probit; tobit model; ordered logit and ordered probit models; introduction into panel data analysis - fixed and random effects models

1) to familiarize students with construction, methods of estimation and applications of typical microeconometrics models, such as logit/probit binary and ordered models, tobit models.

2) to introduce maximum likelihood estimators and show their properties

3) to present applications of microeconometric models in business and economics

4) to get students acquainted with applications of panel data and basic tools such as linear fixed and random effects models

5) to introduce students into the practical use of econometric models: present modern software, analyze literature, construct microeconometric models and be able to draw valid conclusions from them.

Literatura podstawowa:

M. Verbeek, A guide to modern econometrics, Wiley 2012.

Literatura uzupełniająca:

D. Hosmer, S. Lemeshow, Applied logistic regression, Wiley, 2000;

G.S. Maddala, Introduction to Econometrics, 4th ed., Wiley, 2004

A. Cameron, P. Trivedi, Microeconometrics Using Stata, Stata Press Publication

Kryteria oceniania:

projekty: 100.00%