DRE 7006 Panel Data/ Microeconometrics

DRE 7006 Panel Data/ Microeconometrics

Course code: 
DRE 7006
Department: 
Economics
Credits: 
6
Course coordinator: 
Christian Brinch
Course name in Norwegian: 
Panel Data/ Microeconometrics
Product category: 
PhD
Portfolio: 
PhD Economics courses
Semester: 
2021 Spring
Active status: 
Active
Level of study: 
PhD
Teaching language: 
English
Course type: 
One semester
Introduction

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.

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
Stata
Qualifications

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.

Covid-19

Due to the Covid-19 pandemic, there may be deviations in teaching and learning activities as well as exams, compared with what is described in this course description.

Assessments
Assessments
Exam category: 
Submission
Form of assessment: 
Written submission
Weight: 
100
Grouping: 
Individual
Duration: 
30 Hour(s)
Exam code: 
DRE70061
Grading scale: 
Pass/fail
Resit: 
Examination when next scheduled course
Type of Assessment: 
Ordinary examination
Total weight: 
100
Student workload
ActivityDurationComment
Group work / Assignments
75 Hour(s)
Specified learning activities (including reading).
Student's own work with learning resources
75 Hour(s)
Autonomous student learning (including exam preparation)
Teaching
30 Hour(s)
Sum workload: 
180

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.