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Unit of study_

ECON4914: Microeconometric Modelling

This unit concentrates on mainstream models and estimation and inference methods that are widely used in most empirical investigations in applied microeconomics. The unit has a topics-based structure, and theory and applications are closely integrated. Examples of topics include parametric and semi-parametric estimation methods applied to cross-section and panel data; treatment evaluation; models of cross-sectional dependence; quantile and mixture regressions; density estimation; Bayesian regression analysis.

Code ECON4914
Academic unit Economics
Credit points 6
Prerequisites:
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None
Corequisites:
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None
Prohibitions:
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None

At the completion of this unit, you should be able to:

  • LO1. utilise methods to produce, validate and interpret simple and multiple regression models
  • LO2. calculate and understand the statistical significance of regression models
  • LO3. carefully define statistical models
  • LO4. identify and apply extensions to the regression model which address special features of different data structures, and the testing of inequality restrictions on the regression coefficients
  • LO5. achieve fluency with methods like properties of least squares estimators, hypothesis testing, instrumental variables, and discrete choice models.

Unit outlines

Unit outlines will be available 2 weeks before the first day of teaching for the relevant session.