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

Paper - Microeconometric model
Hal R Varian "How to Build an Economic Model in Your Spare Time", American Economist, Fall 1997 http://www.sims.berkeley.edu/~hal/Papers/how.pdf.

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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