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#70251 / #3

WS 2019/20 - SoSe 2023

English

Treatment Effect Analysis

6

Werwatz, Axel

benotet

Schriftliche Prüfung

Zugehörigkeit


Fakultät VII

Institut für Volkswirtschaftslehre und Wirtschaftsrecht

37312100 FG Ökonometrie und Wirtschaftsstatistik

Volkswirtschaftslehre

Kontakt


H 57

Repasky, Tomas

axel.werwatz@tu-berlin.de

Learning Outcomes

An understanding of the predominant statistical model of causality. Knowledge of the definition and sources of selection bias. Understanding how randomized experiments in principle identify causality. A sound understanding of estimators of average causal effects based on non-experimental data, particularly their identifying assumptions and data requirements.

Content

Rubin Model of Causality, Roy Model, Causality and Regression Notation, Experiments, Conditional Independence, Matching, Regression, Heckman Switching Regression, Instrumental Variables, DID + Panel Methods, Regression Discontinuity Design

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course NameTypeNumberCycleLanguageSWSVZ
Treatment Effect AnalysisVL71 210 L 1619SoSeEnglish2
Treatment Effect AnalysisUE71 210 L 1618SoSeEnglish2

Workload and Credit Points

Treatment Effect Analysis (VL):

Workload descriptionMultiplierHoursTotal
Class attendance15.02.0h30.0h
Pre/post processing15.02.0h30.0h
60.0h(~2 LP)

Treatment Effect Analysis (UE):

Workload descriptionMultiplierHoursTotal
Class attendance15.02.0h30.0h
Pre/post processing15.02.0h30.0h
60.0h(~2 LP)

Course-independent workload:

Workload descriptionMultiplierHoursTotal
Exam preparation1.060.0h60.0h
60.0h(~2 LP)
The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

Lecture and Exercise. Exercises take place at the computer lab where real or simulated data and the statistics software package STATA is used. An introduction to STATA will be given at the beginning of the course.

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

Econometrics - undergraduate level.

Mandatory requirements for the module test application:

1. Requirement
Modul70231 [Statistik I für Wirtschaftswissenschaften] passed
2. Requirement
Modul70232 [Statistik II für Wirtschaftswissenschaften] passed

Module completion

Grading

graded

Type of exam

Written exam

Language

English

Duration/Extent

90 Minutes

Duration of the Module

The following number of semesters is estimated for taking and completing the module:
1 Semester.

This module may be commenced in the following semesters:
Sommersemester.

Maximum Number of Participants

This module is not limited to a number of students.

Registration Procedures

Please note the information on our website.

Recommended reading, Lecture notes

Lecture notes

Availability:  unavailable

 

Electronical lecture notes

Availability:  unavailable

 

Literature

Recommended literature
Angrist, Joshua D. & Pischke, Jörn-Steffen (2009). Mostly Harmless Econometrics: An Empiricist's Companio, Princeton University Press
Lee, M.J., 2005, Micro-Econometrics for Policy, Program, and Treatment Effects, Oxford University Press
Schmidt, C. M., Fertig, M. (2007) Empirische Wirtschaftsforschung - Eine Einführung in die Identifikationsproblematik, Springer
Wooldridge, J.M. (2001). Econometric Analysis of Cross Section and Panel Data, MIT Press.
Wooldridge, J.M. (2006). Introductory Econometrics. A Modern Approach, 3e, Thomson South-Western.

Assigned Degree Programs


This module is used in the following Degree Programs (new System):

Studiengang / StuPOStuPOsVerwendungenErste VerwendungLetzte Verwendung
This module is not used in any degree program.

Students of other degrees can participate in this module without capacity testing.

Miscellaneous

No information