Applied Econometrics 7,5 Credits
Course ContentsThis course covers modern econometric models and empirical strategies for the analysis of register-based or experimental cross-sectional and panel micro-data. We go through the econometric theory behind these models and the course also requires reading, analysis and (replications using real as well as simulated data sets), of articles published in top economic journals.
Methods covered includes (1) the randomized experiment and social experiments, (2) instrumental variables estimation, (3) Fixed effects and difference-in-differences techniques applied to panel data, and to other data structures such as family-level and twin data, (4) regression discontinuity designs and (5) matching estimators, such as propensity scores and kernel-matching.
Connection to Research and Practice
This course covers modern econometric models and empirical strategies for the analysis of register-based or experimental cross-sectional and panel micro-data. It links econometric techniques to practical empirical problems and research. The main course literature is a set of recent articles published in top economic journals and covers a wide array of methods and problems. In the examination the students have to critically discern these articles. They also have to come up with a practical research problem of their own, and argue how it could be analysed via different econometric techniques and present software coding (STATA) on how to conduct such an analysis. In this way top notch research is used to enhance the student’s learning, enabling them to assess practical problems both in theory and practice.
PrerequisitesBachelor’s Degree in Business or Economics equal to 180 credits including 15 credits in Statistics/ Econometrics; and Mathematical Methods for Economic and Financial Analysis, 7.5 credits (or the equivalent).
Level of Education: Master
Course code/Ladok code: JAIR20
The course is conducted at: Jönköping International Business School
Upcoming course occasions
Type of courseProgram
SemesterAutumn 2023: Oct 30 - Jan 14
Rate of Study50%
Course coordinatorPaul Nystedt
Tuition fees do NOT apply for EU/EEA citizens or exchange students15000kr