Microeconometrics
Lecture slides |
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- Law of large numbers animation: https://www.stapplet.com/largenum.html
- Galton board animation: https://www.mathsisfun.com/data/quincunx.html
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.
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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Useful Links
- Stata website http://www.stata.com
- UCLA Resources to help you learn and use Stata http://www.ats.ucla.edu/stat/stata/default.htm
- Econometric Links http://www.feweb.vu.nl/econometriclinks/
- Wooldridge (2002) Dataset http://mitpress.mit.edu/Wooldridge-EconAnalysis
- Various dataset's http://lib.stat.cmu.edu/datasets/
- Survey's of Incomce and Program Participation http://www.bls.census.gov/sipp_ftp.html#sipp
- Panel Study of Income Dynamics http://psidonline.isr.umich.edu/data/zipCore.aspx
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