Preliminary knowledge

Good knowledge of econometrics required.

Abstract

This is a Master/Ph.D.-level course in causal inference and program evaluation methodology. We will focus on using the potential outcomes approach as a general organizing principle, and examine identification and estimation of treatment effects under various types of assumptions. The course will not go into great depth in regard to any particular applied econometric method, but will instead aim to provide you with enough knowledge about each one to know when, and when not, to use it in empirical work.

Contents

• Theories of Causation
• Conducting Experiments in Economics
• Randomisation
• Differences-in-Differences
• Instrumental Variables
• Fuzzy DiD / Multiple Testing
• Regression Discontinuity Design
• Methods based on Unconfoundedness
• Quantile Regression
• Evaluating Evaluation Techniques

Literature

• Angrist & Pischke (2009), Mostly Harmless Econometrics
• Imbens & Wooldridge (2009), "Recent developments in the econometrics of program evaluation". Journal of Economic Literature.

Teaching concept

Die Veranstaltung entspricht einem Vorlesungsanteil von 2 SWS und einem Übungsanteil von 2 SWS.

Participants

• BWL-EaF-Ma-2015 > Wahlpflichtbereich > (1st-3rd Semester, Elective) Modul "Causality and Programme Evaluation"
• ECMX-Ma-2019 > Wahlpflichtbereich > ME7 Econometric Methods > (1st-3rd Semester, Elective) Modul "Causality and Programme Evaluation"
• GOEMIK-Ma-2016 > Wahlpflichtbereich > Bereich Volkswirtschaftslehre > (1st-3rd Semester, Elective) Modul "Causality and Programme Evaluation"
• VWL-Ma-2009-V2013 > Wahlpflichtbereich I > (1st-3rd Semester, Elective) Modul "Causality and Programme Evaluation"