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Econometrics 2

Mandatory course within the Masterprogramme.

The course discusses the concept of causality, for example, under what assumptions causal effects can beestimated. The course discusses the following methods: i) randomised experiments and the concept ofexogenous variation, ii) selection on observables (regression control and matching), iii) instrumentalvariables, iv) panel data and differences-in-differences, and v) regression discontinuity. The course coversboth theory and practical examples.

  • Course structure

    This is a 7.5 credit course.

    Course material will be available through the learning platform Athena during the course.

    Teaching format

    Instruction is given in the form of lectures and computer experiments. The language of instruction is English.

    Assessment

    The course is examined on the basis of:

    • Continuous examination through written assignments that are to be completed and submitted in groups
    • A written examination

    Examiner

    Examiner and Course director: Per Pettersson Lidbom

  • Schedule

    The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course.
  • Course literature

    Note that the course literature can be changed up to two months before the start of the course.
    • Stock & Watson. Introduction to Econometrics.
    • Angrist, J & Pischke, J-S, Mostly Harmless Econometrics. An Empiricist’s Companion. Princeton University Press.
  • Contact

    Course administrator master's level
    Academic advisor master's level
    Director of studies - first and second level