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
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
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
CASE STUDY 1: Testing for Discrimination in the US
Endogeneity (Stochastic Regressors) and Two-Stage Least Squares
Binary Choice/ Discrete Dependent Variable Models: Logit and Probit Estimations
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
Spurious Regression and Co-Integration
Univariate Time Series Models
Multivariate Time Series Models (VAR models)
CASE STUDY 3: Fiscal Policy in Lands Down Under
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 firstname.lastname@example.org.