Stockholm university
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Econometrics 3a: Methods for Analysing Micro Data

Course within the Masterprogramme in Economics.

This course has an empirical focus and aims at giving the student knowledge of how the different techniquescovered in the course work and how they can be applied in empirical work. 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 frequentlyused 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 foranalysing duration data.

  • 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 will be conducted in the form of lectures. The course will be taught in English.


    The examination consists of two parts:

    • required hand-in assignments
    • written exam


    Examiner and Course director: Mårten Palme

  • 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, Updated third version
    • Angrist, J & Pischke, J-S, Mostly Harmless Econometrics. An Empiricist’s Companion. Princeton University Press.
    • Articles
  • Contact

    Course administrator and international coordinator
    Academic advisor master's level
    Director of studies bachelor's and master's level