Applied Econometrics

7.5 credits

Syllabus, Master's level, 2NE822

Code
2NE822
Education cycle
Second cycle
Main field(s) of study and in-depth level
Economics A1F
Grading system
Fail (F), Sufficient (E), Satisfactory (D), Good (C), Very good (B), Excellent (A)
Finalised by
The Department Board, 14 May 2019
Responsible department
Department of Economics

Entry requirements

A Bachelor's degree, equivalent to a Swedish Kandidatexamen, from an internationally recognised university. Also required is 60 credits in economics and 15 credits in statistics (or a closely related subject).

Learning outcomes

The aim of this course is to give students advanced practice of how to conduct empirical economic research. After having taken the course, students should have an advanced understanding of causal inference, and be able to compare, implement and interpret different methods used to estimate causal effects.

Content

The course will cover multivariate regression, nonlinear regression, panel data, instrumental variables, regression discontinuity designs, and differences between experimental and quasi-experimental methods. The course will also cover ways to deal with econometric problems which often arise in applied work, such as missing values, multiple outcomes, non-random samples and outliers. The course will also discuss different philosophies and approaches to causal inference, including the potential outcomes framework, reduced form estimation and structural estimation. The course will cover basic to advanced statistical programming.

Assessment

Written exam

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