ECON42700 Advanced Econometrics: Microeconometrics

Academic Year 2023/2024

This course will focus on econometric models and estimation methods widely used in applied economics, covering 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) select and formulate the appropriate econometric model for given a research question and data setting;
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








Approaches to Teaching and Learning:
The modules comprises lectures and tutorial session; the latter allow students to practice and discuss the techniques learned on real data and 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 In Module Component Repeat Offered
Continuous Assessment: Students must prepare the questions of the tutorial sessions. Students 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 assignments will be given throughout the term. 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. Assignments 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.