Econometrics 3a: Methods for Analysing Micro Data
The course covers three mainareas. (i) The random utility model and discrete choice techniques. This part will primarily cover the linearprobability, logit and probit models for binary choice. (ii) Limited dependent variable techniques frequently used in microdata econometrics.
This part covers basic techniques for dealing with censoring (such as thetobit model) and sample selection. (iii) Panel data methods. This section will first deal with the basic fixedand random effects models. In a latter part, we also cover event history methods and methods used for analysing duration data.
This is a 7.5 credit course.
Course material will be available on the learning platform Athena.
Teaching Format
Instruction will be conducted in the form of lectures. The language of instruction is English.
Assessment
The examination consists of two parts:
- required hand-in assignments
- written exam
Examiner
- Stock & Watson. Introduction to Econometrics, Updated third version
- Angrist, J & Pischke, J-S, Mostly Harmless Econometrics. An Empiricist’s Companion. Princeton University Press.
- Articles
Study advisor master’s level
Visiting addressSödra huset A, room A614
