Postgraduate Course: Econometrics 2 - Microeconometrics (ECNM11091)
|School||School of Economics
||College||College of Arts, Humanities and Social Sciences
|Credit level (Normal year taken)||SCQF Level 11 (Postgraduate)
||Availability||Not available to visiting students
|Summary||This module provides a thorough training in applied econometrics. The focus will be on both the technical aspects of modern econometric approaches as well as placing a strong emphasis on the application of these approaches in economic research.
Topics covered will build on a solid understanding of regression techniques and may include, among others: quasi-experimental approaches to estimating causal effects (such as difference-in-difference, regression discontinuity, or instrumental variables) or the identification and estimation of heterogeneous treatment effects (for example, Local Average Treatment Effect interpretations of IV and Marginal Treatment Effect estimators). The course content will build on the textbook treatment of the topics through the detailed analysis of recent research papers that apply the methods. Students interested in further study at the PhD level will acquire the technical and intuitive understanding necessary to engage in applied econometric research. Students interested in employment as an applied economist across a number of areas - including government and policy fields - will gain experience in applying theoretical econometric training to a diverse set of real-world contexts.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| Students should be enrolled on MSc Economics, MSc Economics (Econometrics), MSc Economics (Finance) or MSc Mathematical Economics and Econometrics.
Any other students must email firstname.lastname@example.org in advance to request permission.
Course Delivery Information
|Academic year 2023/24, Not available to visiting students (SS1)
||Block 3 (Sem 2)
|Learning and Teaching activities (Further Info)
Lecture Hours 20,
Seminar/Tutorial Hours 15,
Feedback/Feedforward Hours 9,
Formative Assessment Hours 2,
Summative Assessment Hours 2,
Revision Session Hours 3,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
||Written Exam - 100%
|No Exam Information
On completion of this course, the student will be able to:
- Critically assess applied work as well as to undertake your own using appropriate econometric techniques.
- Acquire the background required for research at the PhD level or in employment as a professional applied economist.
|Mostly Harmless Econometrics, Angrist & Pischke|
|Graduate Attributes and Skills
|Course organiser||Dr Steven Dieterle
Tel: (0131 6)51 5127
|Course secretary||Ms Grace Oliver