Panel Data/ Microeconometrics

Introduction

This is an advanced econometric course on specification, estimation, and inference based on microeconometric data. The course covers regression analysis with panel data and other techniques useful for making causal inference with non-experimental data.

Course content

1. Ordinary least squares (OLS) estimation (W 4)

2. Basic Panel data models (W 10)
a. Pooled OLS/ Random effects
b. Fixed effects/ First-differencing

3. Difference in differences estimator (W 6.5 )

4. Dynamic panel data models (W 11.6)

5.Treatment effects estimation (W 21)
a. Selection on observables
b. Instrumental variable methods
c. Regression discontinuity designs