G003: Microeconometrics - 2008

This course is part of the MSc programme and is organised by Professor Jean-Marc Robin, Dr. Monica Costa Dias and Dr. Adam Rosen

This is the webpage for Monica Costa Dias.

Description

This course discusses a variety of widely used econometric methods for panel data and cross-section. For each method the goal is: (i) to understand its properties; (ii) to understand how these can be established; (iii) to know under what conditions can the method be applied; (iv) to understand the limitations of the method; and (v) to know how to apply it and use it in practice. Economic applications and important developments of the methods will be studied in the second part of the course, which will link the econometric techniques with the economic problems being currently addressed in the literature.

Office hours

Email me at monica_d@ifs.org.uk to arrange a time.

Online course material: syllabus and lecture notes

• Syllabus

• Brief overview of asymptotic theory

• Instrumental variable estimation

• Generalised method of moments

• Panel data methods: part I

• Panel data methods: part II

• Panel data methods: part III

Online course material: problem sets

• Instrumental variables
  • click here to download the dataset for exercise 1
  • click here to download the solutions to this problem set
• Panel data
  • click here to download the dataset for exercise 6
  • click here to download the dataset for exercise 7
  • click here to download the solutions to this problem set

Online course material: sample exam

• Click here to download sample exam paper

Additional online course material: stata guide

• Stata Guide (notice: this is an introduction to STATA 7 by Barbara Sianesi, IFS, but the syntax is still the same for the new version of STATA)