DRE 7006 Panel Data/ Microeconometrics

DRE 7006 Panel Data/ Microeconometrics

Course code: 
DRE 7006
Course coordinator: 
Jon H Fiva
Product category: 
PhD Economics courses
2017 Autumn
Active status: 
Teaching language: 
Course type: 
One semester

THis is the course description for spring 2017. Please note that the course will be revised before it is offered again.

This is an advanced econometric course on specification, estimation, and inference based on microeconometric data. The course covers regression analysis with panel data and other techniques useful for making causal inference with non-experimental data.

Learning outcomes - Knowledge

After having completed this course, students should be able to critically discuss different estimation strategies in the context of models that include unobserved individual (firm, person, etc.) effects.They should be familiar with the potensial outcome framework and microeconomics methods useful for policy analysis using non-experimental data. Students should be able to implement these methods using statistical software (STATA).

Course content

1. Ordinary least squares (OLS) estimation (W 4)

2. Basic Panel data models (W 10)
a. Pooled OLS/ Random effects
b. Fixed effects/ First-differencing

3. Difference in differences estimator (W 6.5 )

4. Dynamic panel data models (W 11.6)

5.Treatment effects estimation (W 21)
a. Selection on observables
b. Instrumental variable methods
c. Regression discontinuity designs

Software tools

Enrollment in a PhD programme is a general requirement for participation in PhD courses at BI Norwegian Business School.
External candidates are kindly asked to attach confirmation of enrollment in a PhD programme when signing up for a course. Other candidates may be allowed to sit in on courses by approval of the course leader. Sitting in on a course does not permit registration for the course, handing in exams or gaining credits for the course. Course certificates or confirmation letters will not be issued for sitting in on courses.

Exam categoryWeightInvigilationDurationGroupingComment exam
Exam category:
Form of assessment:
Written submission
Exam code:
Grading scale:
Grading rules:
Internal and external examiner
All components must, as a main rule, be retaken during next scheduled course
100No30 Hour(s)Individual
Exam category:Submission
Form of assessment:Written submission
Grouping (size):Individual
Duration:30 Hour(s)
Exam code:DRE70061
Grading scale:Pass/fail
Resit:All components must, as a main rule, be retaken during next scheduled course
Exam organisation: 
Ordinary examination
Total weight: 
Workload activityDurationType of durationComment student effort
Group work / Assignments75Hour(s)Specified learning activities (including reading).
Self study75Hour(s)Autonomous student learning (including exam preparation)
Expected student effort:
Workload activity:Group work / Assignments
Duration:75 Hour(s)
Comment:Specified learning activities (including reading).
Workload activity:Self study
Duration:75 Hour(s)
Comment:Autonomous student learning (including exam preparation)
Workload activity:Teaching
Duration:30 Hour(s)
Sum workload: 

A course of 1 ECTS credit corresponds to a workload of 26-30 hours. Therefore a course of 6 ECTS credits corresponds to a workload of at least 160 hours.

Talis literature


Authors/Editors År Tittel Edition Publisher StudentNote
Wooldridge, Jeffrey M. cop. 2010 Econometric analysis of cross section and panel data 2nd ed MIT Press
Authors/Editors År Tittel Edition Publisher StudentNote
Cameron, Adrian Colin; Trivedi, Pravin K. 2005 Microeconometrics: methods and applications Cambridge University Press
Cameron, Adrian Colin; Trivedi, Pravin K. 2010 Microeconometrics using Stata Rev. ed Stata Press

No importance set

No type set
Authors/Editors År Tittel Edition Publisher StudentNote

Notes to students:

During the course there may be hand-outs and other material on additional topics relevant for the course and the examination.