• MLU Halle-Wittenberg – Löwengebäude
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Special Courses

Empirical Research Methods

Lecturer: Dr. Peren Arin (Massey University, Auckland, New Zealand and Centre for Applied Macroeconomic Analysis, Canberra, Australia)
Date: April, 2 2012 – April, 4 2012 (TU Dresden)
Venue: TU Dresden
Registration: christian.lessmann@tu-dresden.de

Course Description

This course is aimed to familiarise its participants with some commonly used empirical methods used in social sciences.

Day 1: 02.04.2012, 01:00-04:30pm, TU Dresden SCH B037
 Module 1: Introduction
Univariate Analysis: Difference in Means Test
Testing Significance
Linear versus Log Linear Models
The use of dummy variables and Interaction terms
Controlling for Non-linearity
Regression with Cross-section data and related problems
Multicollineraity
Heteroskedasticity
CASE STUDY 1: Testing for Discrimination in the US

Day 2: 03.04.2012, 01:00-04:30pm, TU Dresden SCH B037

Endogeneity (Stochastic Regressors) and Two-Stage Least Squares
Binary Choice/ Discrete Dependent Variable Models: Logit and Probit Estimations

Module 3: Regression with Panel Data
Fixed Effects
Random Effects
How to Choose Between Fixed Versus Random Effects?

Day 3: 04.04.2012, 09:20-12:40am, TU Dresden SCH B037

Dynamic Panel Models
Simultaneous Equation Models
CASE STUDY 2: An Empirical Investigation of Trade Openness and Growth

Module 4: Regression with Time Series Data
Stationarity
Spurious Regression and Co-Integration
Univariate Time Series Models
Multivariate Time Series Models (VAR models)
CASE STUDY 3: Fiscal Policy in Lands Down Under

Grading:

In order to be awarded a “schein” students might choose one of the following (but not both):

  • A written exam might be taken at the end of the third day. The exam will consist of questions related to topics covered in all three days of the course. This option is recommended for students early in their PhD studies.
  • A research proposal might be submitted at the end of April. The proposal must be limited to 10 pages, must be using the methodologies discussed in the seminar and must include the following sub-sections:

1- Research Question
2- Previous Literature
3- Possible Data Sources
4- Proposed Empirical Methodology.
This option is recommended for PhD students that are more advanced in their research who would like get some feedback.
For any comments or any other issues that concern the seminar please email kerim.arin@zu.ac.ae.