Applied Micro-econometrics

Module code: EC7058

Micro-econometrics combines statistical methods, behavioural assumptions, and economic modelling to estimate causal relationships between variables.

This module will provide a graduate-level overview of selected topics in applied micro-econometrics, focusing on linking theory with practical application, using standard experimental and quasi-experimental tools. This module will be useful if you plan to do empirical work in any field of economics and in many disciplines outside of economics.

You must be comfortable with basic maths including matrix algebra, calculus, probability and statistical inference, and must have previously taken a module that thoroughly covers ordinary least squares regression. Previous experience with maximum likelihood, instrumental variables, and panel data will be an asset. 

Topics covered

  • Experimental design and treatment effects
  • Observed and unobserved heterogeneity
  • Panel data
  • Instrumental variables and LATE
  • Simultaneous equation analysis
  • Topics in non-linear econometrics

Learning

  • 20 hours of lectures
  • 5 hours of seminars
  • 5 hours of practical classes and workshops
  • 120 hours of independent study

Assessment

  • Coursework (15%)
  • Class write-up (10%)
  • Exam, 2 hours (75%)