Applied Microeconometrics for PhD students

June 23, 2022

  • Instructor: Manuel Bagues (University of Warwick and Aalto University)
  • Time: August 29 – September 9, 2022, see the schedule below
  • Place: Helsinki, Arkadiankatu 7, Economicum building
  • Registration: Please register for the course by sending an email to Jenni Rytkönen, jenni.rytkonen@aalto.fi
  • Method of completion:
    • The course includes a combination of lectures and presentations by students of their own work.
    • The completion of the given problem sets is required to complete the course.
    • Participation without presenting or handing in problem sets is also possible.
  • Credit points: 6 cr (recommendation)
  • Credit transfer:
  • The course is not included in the curriculum of any university and the registration of the credits differs from normal registration of the grades and/or the credit transfer process.

 

Course Objectives

The course includes a combination of lectures and presentations by students of their own work. The lectures will cover the main empirical strategies for causal inference, including some recent advances. It has a practical flavor ) emphasis is not on proofs but on intuitions and on applications.

 

Course Material

Slides and suggested readings will be available at my webpage.

 

Software Requirements

Using STATA for exercises and take-home assignments is recommended, but you can also use other packages such as R.

 

Course Outline

  1. Introduction
  2. Multiple testing and small sample problems
  3. Randomized control trials
  4. Instrumental variables
  • Introduction
  • Recent advances
  1. Identification based on observables
  • Introduction
  • How to deal with a potential omitted variable bias when there is no exogenous variation in the treatment
  1. Differences-in-differences
  • Introduction
  • Recent advances
  1. Regression discontinuity designs
  2. Inference

 

Schedule

Place: Economicum building

Monday              August 29           10:00 – 13:00    seminar room 1               (Chapters 1 & 2)

Wednesday       August 31           10:00 – 13:00    seminar room 2              (Chapter 3 & 4)

Friday                  September 2      10:00 – 13:00    seminar room 1               (Chapter 5)

Monday              September 5      10:00 – 13:00    seminar room 1               (Chapter 6)

Wednesday        September 7      10:00 – 13:00    seminar room 1               (Chapters 7 & 8)

Friday                  September 9      10:00 – 13:00    seminar room 1