ECON4137 – Applied Micro Econometrics
This course covers core micro-econometric methods and the principles of causal inference.The course builds upon and extends the material covered in ECON4150 – Introductory Econometrics. Building on the potential outcome framework the course will review OLS regression and specification issues. We will discuss instrumental variables and the interpretation of 2SLS estimates in case of heterogeneous treatment effects.We further cover regression discontinuity designs, basic panel data, difference-in-differences, matching, maximum likelihood estimation and binary and multinomial choice models. Both experimental and quasi-experimental approaches to causal inference and program evaluation will be covered. The emphasis will be on developing a solid understanding of the underlying econometric principles of the methods taught, as well as on their empirical application.
You should know
- The formal and practical aspects of important microeconometric methods.
- When to apply a method and how to apply this method and the method’s limitations.
- Model specification and being able to correctly interpret estimation results.
- The Applied microeconometric literature, and to perform econometric analyses.
You should be able to
- Obtain basic skills in using Stata in performing various analyses on economic data developed through exercises and examples in the textbook
- Interpret Stata output.
- be able to read and understand project reports and journal articles that make use of the concepts and methods that are introduced in the course
- be able to make use of the course content in your own academic work, for example in analyses that are part of the master’s thesis
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Apply for guest student status if you are admitted to another Master's programme, or have completed a master in Economics at UiO or another Norwegian University.
Formal prerequisite knowledge
Bachelor's degree in Economics, or equivalent.
Recommended previous knowledge
- 10 credits overlap with ECON4136 – Applied Statistical Analysis for the Social Sciences (discontinued)
- 10 credits overlap with ECON5100 – Advanced Econometrics (discontinued)
Lectures: 2 hours per week throughout the semester.
Seminar: 2 hours per week through parts of the semester.
A 3-hour written school exam.
Examination support material
Resources allowed: Open book examination where all printed and written resources, in addition to calculator, are allowed.
From spring 2018 there are two calculators allowed for examinations:
- Aurora HC106 - a very simple calculator with most basic functions
- Casio FX-85EX which is a scientific calculator with 274 functions
All other calculator types will be rejected. The calculators are checked in the exam room. There is no opportunity to lend the calculator of fellow students.
You can buy the calculators at Akademika bookstore at Blindern, or online.
The same general rules for cheating also apply when using calculator.
Language of examination
The examination text is given in English, and you submit your response in English.
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Explanations and appeals
It is recommended to request an explanation of your grade before you decide to appeal.
The deadline to request an explanation is one week after the grade is published. For oral and practical examinations, the deadline is immediately after you have received your grade.
The explanation should normally be given within two weeks after you have asked for it. The examiner decides whether the explanation is to be given in writing or verbally.
Ask for an explanation of your grade for postponed exam in this course.
Resit an examination
If you are sick or have another valid reason for not attending the regular exam, we offer a postponed exam later in the same semester.
See also our information about resitting an exam.
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.