Topics in Applied Econometrics

Module code: EC2011

Module co-ordinator: Dr Carlos Diaz Vela

In this module you will learn how to use econometric tools to answer real life questions, especially policy related questions. We will investigate regression analysis with time series data, simple panel data, instrumental variables and limited dependent variables. You will learn how to apply estimation techniques to data using STATA and how to interpret estimation results.

Topics covered

  • Review of regression analysis
  • Instrumental variables
  • Panel data
  • Experiments and quasi-experiments
  • Time series and forecasting
  • Estimation of dynamic causal effect
  • Limited dependent variable models

Learning

  • 20 one-hour lectures
  • 3 one-hour tutorials
  • 10 one-hour computer classes

Assessment

  • Data analysis project (100%)