ECON9104 – Topics in Econometrics

Schedule, syllabus and examination date

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Course content

The course will cover the following specific aspects:

  • Defining parameters and arguing their (policy) relevance
  • Randomized controlled trials
  • Controlling for observables
  • Instrumental variables 1: Local average treatment effects (and its extensions)
  • Instrumental variables 2: Weak instruments
  • Approaches to analyze repeated cross-sections and panel data: Difference in Differences, Event studies, Synthethic control

Learning outcome

Knowledge:

  • Have solid knowledge of key microeconometric methods
  • Have solid knowledge about the formal basis for the methods
  • Have solid knowledge of central issues related to practical use of the methods
  • Have the necessary knowledge to understand, design, conduct and interpret empirical analyses of real world data  

Skills:

  • Be able to understand causal modeling
  • Understand underlying assumptions, strengths, and weaknesses of different empirical  approaches
  • Understand key issues in design and implementation of empirical analyses
  • Be able to design empirical analyses and analyze data

General competence​:

  • Be conversant in the world of empirical microeconomics
  • Be able to produce empirical economic research
  • Be able to consume empirical economic research
  • Be able to develop scientifically valid analyses
  • Have proficiency in software designed for data analysis and estimation

Admission

This course is offered to PhD candidates at the Oslo PhD Initiative in Economics at UiO and BI.  Other candidates admitted to a PhD program may apply.

Application form.

Prerequisites

Formal prerequisite knowledge

Master's degree in economics or similar.

Teaching

The course takes place during one intensive week.

Credit for the course requires both active participation in class and a take home exam.

Examination

Exam in two parts:

- Multiple choice.

- Exam paper that outlines a research design using ML in economics.

Language of examination

The examination text is given in English, and you submit your response in English.

Grading scale

Grades are awarded on a pass/fail scale. Read more about the grading system.

Explanations and appeals

Special examination arrangements

Application form, deadline and requirements for special examination arrangements.

Facts about this course

Credits

5

Level

PhD

Teaching

Spring 2022

Week 8 (21 - 25 February 2022)

Examination

Spring 2022

Teaching language

English