Advanced Microeconometrics (ECON0021)

The aim of this course is to develop student’s knowledge of econometric methods to analyze individual-level data (microdata).

The use of microdata is increasingly common in economics, and the datasets usedare increasingly complex. Micro-econometric analysis can help empirically answer important policyquestions. This course starts by studying core policy evaluation methods, then covers various extensions,and finally reviews limited dependent variable models. Throughout the course, emphasis will be placedon (a) agents’ choice and selection into treatment and (b) heterogeneities in treatment impact. Relatedto these keywords, the lectures are designed to answer the following questions:(a) What are appropriate econometric techniques to measure policy impact when assignment to thepolicy (treatment) is not random?(b) What is the econometric framework to measure policy impact when the policy impact is hetero-geneous among the individuals?

The syllabus can be found here