ECON30530 Advanced Econometrics: Microeconometrics

Academic Year 2022/2023

This module will cover the econometrics of cross-section and panel data, collectively known as microeconometrics. We will focus on studying the different methods using applications from different fields of economics.

This module assumes that students have passed an introductory econometrics module such as ECON30130 or an equivalent undergraduate econometric module.

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Curricular information is subject to change

Learning Outcomes:

By the end of this course, you should be able to:
1. identify the econometric model best suited given a research question to be addressed and the dataset available;
2. identify the appropriate estimator and describe its properties;
3. estimate the parameters of the model using R

Indicative Module Content:

1. Review of basic regression models
2. Limited dependent variables models
3. Panel data models
4. Treatment effects models


Student Effort Hours: 
Student Effort Type Hours
Lectures

24
Tutorial

12
Autonomous Student Learning

80
Total

116
Approaches to Teaching and Learning:
The modules comprises lectures and hands-on computer lab sessions; the latter allow students to apply the techniques learned on real data and to develop confidence in handling datasets and statistical software. 
Requirements, Exclusions and Recommendations
Learning Recommendations:

It is strongly recommended that students have passed ECON30130 or an equivalent undergraduate econometrics module.


Module Requisites and Incompatibles
Incompatibles:
ECON30420 - Advanced Econometrics


 
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Continuous Assessment: Two problem sets will be assigned over the course of the term. Throughout the Trimester n/a Alternative linear conversion grade scale 40% No

40
Examination: Final exam 2 hour End of Trimester Exam No Alternative linear conversion grade scale 40% No

60

Carry forward of passed components
No
 
Resit In Terminal Exam
Spring Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment

How will my Feedback be Delivered?

1. Regular problem sets will be assigned throughout the semester and solutions will be posted on Brightspace. 2. Appointments will be given to those students wishing to get individual feedback on the empirical assignments and the final examination.

Wooldridge, Introductory Econometrics: A Modern Approach. Cengage. All recent editions are all fairly similar.