Microeconometrics

Lecture slides
Introduction
OLS rewiev
Partial effects
Asymptotics of OLS
Ednogeneity problem and IV estimation
Models for panel data
Estimation methods for nonlinear models
Discrete response models
Data censoring and corner solutions
Sample selection
PSM

Paper

Final exam (examples of qestions and problems)

  • Theory part
  • Interpretation part
  • Exam will also include one problem based on following problems from Wooldridge book: 4.6, 4.7, 4.8, 5.2, 6.3, 10.1, 10.2, 11.1, 16.2, 17.1

Examples of empirical paper topics:

  • Ordered probit model of transaction in stock market in China
  • Modelling ROA indicator for 60 most valuable companies priced on Warsaw Stock Exchange
  • Profits of companies in the automotive industry using panel data
  • Determinants of the differences between place of registration and place of residence in Polish regions
  • What makes one raise a hand on his child? Social settings influence on a violence's perception as an educational tool
  • New York Stock Exchange data set - panel data estimation
  • Relationship between exchange rate and unemployment. Case of Turkey and Poland
  • Unmployment rate in Poland
  • The USA traffic fatality data set - panel data estimation
  • Does money bring happiness? (Determinants of happiness in Poland)
  • What is the relationship between exchange rate and unemployment rate: Comparison of Turkey and Poland
  • Attempting to identify the main factors economic impact on the level of investment in Developing Countries

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