Econometrics 3a: Methods for Analysing Micro Data
This course has an empirical focus and aims at giving the student knowledge of how the different techniques covered in the course work and how they can be applied in empirical work. The course is part of the Master programme in Economics.
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.
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Course structure
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
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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
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Contact
Academic advisor and teacher
- Visiting address
Södra huset A, room A614
- Questions about:
Eligibility, admission and credit transfers.
Director of studies bachelor's and master's level
- Visiting address
Södra huset A, room A791
