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Applied Microeconometrics - ECO00005M

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  • Department: Economics and Related Studies
  • Module co-ordinator: Prof. Cheti Nicoletti
  • Credit value: 10 credits
  • Credit level: M
  • Academic year of delivery: 2022-23
    • See module specification for other years: 2021-22

Module summary

The module will cover the following topics: endogeneity, linear panel data models; binary choices models; multiple choices models; censored and truncated models; count data models. Applied empirical examples will be provided.

Module will run

Occurrence Teaching period
A Spring Term 2022-23

Module aims

Given the extensive use of individual/household data sources in applied microeconomic analysis, it has become increasingly important to understand the techniques available to the microeconometrician in applied research. Moreover, it is just as important to be aware of the limitations and pitfalls associated with each microeconometric technique. The purpose of this module is to provide the applied economist with sufficient background of modern microeconometrics to choose techniques suited both to the data and to the economic model. Also, the lectures provide the opportunity to have practical experience of relevant computer software applied to empirical datasets

Module learning outcomes

On completing the module a student should be able to:

  • choose econometric models which are suitable, both to the data and to the economics models
  • understand econometric methods of estimation and inference for limited dependent variables and panel data models
  • estimate models and be able to interpret the estimation results, using the software Stata.

Assessment

Task Length % of module mark
Online Exam -less than 24hrs (Centrally scheduled)
Applied Microeconometrics		 2 hours 100

Special assessment rules

None

Reassessment

Task Length % of module mark
Online Exam -less than 24hrs (Centrally scheduled)
Applied Microeconometrics		 2 hours 100

Module feedback

Feedback is provided during lectures by allowing time for questions and answers on issues and providing more detailed explanations using either the visualizer or the white board. One-on-one feedback is provided during each computer practical and office hours. After the exam students are also provided with a written collective exam feedback.

Indicative reading

Cameron, A.C. and Trivedi, P. Microeconometrics: Methods and Applications, Cambridge University Press, 2005.

Wooldridge, J., Econometric Analysis of Cross Section and Panel Data, MIT Press, 2nd edition, 2010.


More detailed references will be given in the course outline and reading lists.


The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.