ECON42700 Advanced Econometrics: Microeconometrics

Academic Year 2022/2023

During this course you will be introduced to econometric models and estimation methods widely used in applied economics. This course will cover microeconometric models and topics will include among others: limited dependent variable and sample selection models, panel data, and treatment effects.

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Curricular information is subject to change

Learning Outcomes:

By the end of this course, students should be able to:
1) write down the appropriate econometric model among the ones seen in class, given a research question they are asked to address and the dataset available;
2) identify the appropriate estimator among the ones seen in class;
2) estimate all the models seen in class using STATA

Indicative Module Content:

Cross-section and panel data
- Models with limited dependent variables
- Selection models
-Treatment effects
- Panel data models

Student Effort Hours: 
Student Effort Type Hours
Autonomous Student Learning




Computer Aided Lab




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

Not applicable to this module.

Module Requisites and Incompatibles
Not applicable to this module.
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Continuous Assessment: Students must prepare the questions of the tutorial sessions. Studens can volunteer or will be called upon to go through the exercises. Where unclear, students must prepare questions on the exercises. Throughout the Trimester n/a Pass/Fail Grade Scale No


Continuous Assessment: Two problem sets will be given throughout the trimester. Details will be given on the first day of class. Throughout the Trimester n/a Alternative linear conversion grade scale 40% No


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


Carry forward of passed components
Resit In Terminal Exam
Summer Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Group/class feedback, post-assessment
• Online automated feedback
• Self-assessment activities

How will my Feedback be Delivered?

How will my Feedback be Delivered? 1. Regular problem sets will be assigned throughout the semester for self-assessment; solutions will be posted on Brightspace and will be explained in detail during tutorials. 2. Appointments will be given to those students wishing to get individual feedback on the empirical assignments and the final examination.

Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.
Lecture Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Mon 16:00 - 17:50
Lecture Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Thurs 16:00 - 17:50