Course type
IWH-DPE Foundation Course, CGDE First-year Course
Lecturers
Professor Dr Felix Noth (IWH and Otto von Guericke University Magdeburg) and Professor Dr Kamila Cygan-Rehm (TU Dresden)
Summary
This is the second course of the first-year triple sequence in Econometrics.
Econometrics II turns to modern causal-inference designs—regression-discontinuity, difference-in-differences, event-studies, and matching methods—and explores their practical implementation and identification assumptions.
Schedule
15.12.2025 10:30-12:00 and 13:00-14:30 IWH, Leipziger Str. 100, 3rd floor, Conference Room
05.01.2026 10:30-12:00 and 13:00-14:30 IWH, Leipziger Str. 100, 3rd floor, Conference Room
19.01.2026 10:30-12:00 and 13:00-14:30 IWH, Leipziger Str. 100, 3rd floor, Conference Room
02.02.2026 10:30-12:00 and 13:00-14:30 IWH, Leipziger Str. 100, 3rd floor, Conference Room
Content
1. Regression Discontinuity
2. Difference-in-Differences (DiD)
3. Event Studies
4. Advanced DiD and Event Studies
5. Matching Methods
Course requirements
Attendance at all lectures is mandatory and a prerequisite to take the final exam.
Students are required to complete four online quizzes, each consisting of true/false and multiple-choice questions. These quizzes assess the content of the corresponding week’s lectures and required readings. To qualify for the final exam, students must pass at least three out of the four quizzes.
The course concludes with a 60-minute, closed-book written final exam. This exam is comprehensive and covers all material from Econometrics I. Only students who have fulfilled the quiz requirement are permitted to sit for the final exam.
Required Reading
1. Regression Discontinuity
Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 6.
Huntington-Klein, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 20. Hull RDD slides (https://about.peterhull.net/metrix).
2. Difference-in-Differences (DiD)
Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 9.
Huntington-Klein, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapters 17-18.
3. Event Studies
Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 9.
Huntington-Klein, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapters 17-18.
4. Advanced DiD and Event Studies
Asjad Naqvi’s DiD tutorial (https://asjadnaqvi.github.io/DiD/).
Roth, J. (2022). Pretest with caution: Event-study estimates after testing for parallel trends. American Economic Review: Insights, 4(3), 305–322.
Roth, J. (2024). Interpreting event-studies from recent difference-in-differences methods. arXiv:2401.12309.
Roth, J., Sant’Anna, P. H., Bilinski, A., & Poe, J. (2023). What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. Journal of Econometrics, 235(2), 2218–2244.
5. Matching Methods
Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. Chapter 5.
Huntington-Klein, N. (2021). The Effect: An Introduction to Research Design and Causality. Chapman & Hall/CRC. Chapter 14.
Registration
Please register for the course until November 15, 2025 by sending an e-mail to cgde@iwh-halle.de.