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Overview

Advanced cross-sectional and panel econometric techniques.

This paper provides students with practical experience of applying standard microeconometric techniques to analyse observational data. In particular, topics covered will give students a familiarity with applied cross sectional and panel econometrics, instrumental variables, propensity score matching and regression discontinuity methods with a special focus on the interpretation of results. Throughout the module students will extensively use STATA econometric software. A large component of the paper is based on replicating empirical studies published in top academic economics journals.

About this paper

Paper title Microeconometrics
Subject Economics
EFTS 0.1667
Points 20 points
Teaching period Semester 1 (On campus)
Domestic Tuition Fees ( NZD ) $1,268.09
International Tuition Fees Tuition Fees for international students are elsewhere on this website.
Contact
economics@otago.ac.nz
Teaching staff
Murat Genc
Textbooks

The required textbook is Cameron, A. C. and Trivedi, P. K. (2022) Microeconometrics Using Stata. Stata Press, second edition.

Many papers from Stata Journal will be used.

Other recommended textbooks are:
Angrist, J.D. and Pischke, J.-S. (2009) Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press.
Wooldridge, J.M. (2010) Econometric Analysis of Cross Section and Panel Data (2nd Edition), MIT Press.

Graduate Attributes Emphasised
Interdisciplinary perspective, Scholarship, Communication, Critical thinking, Information literacy.
View more information about Otago's graduate attributes.
Learning Outcomes

Students who successfully complete this paper should be able to:

  1. Demonstrate an understanding of contemporary econometric methods used in cross-sectional and panel data analysis and critically assess their use in applications to economic problems
  2. Apply microeconometric methods, using appropriate computer software, to relevant data in practice and interpret the results obtained

Timetable

Semester 1

Location
Dunedin
Teaching method
This paper is taught On Campus
Learning management system
Blackboard

Lecture

Stream Days Times Weeks
Attend
A1 Monday 15:00-15:50 9-16, 18-22
AND
B1 Thursday 15:00-16:50 9-16, 18-22
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