Advanced Microeconometrics (6 cr)

Code:
ECON-L6110
Field:
Econometrics
Targets:
Research Master's students PhD students
Organiser:
Aalto University
Instructor:
Manuel Bagues (University of Warwick)
Period:
August 2025
Format:
Lecture
Method:
Combination of lectures and presentations by students of their own work
Venue:
Economicum
Enrollment:

In case of conflicting information consider the Sisu/MyCourses pages the primary source of information.

Aalto, Hanken and UH economics students can enroll through their home university’s SISU. Further instructions are available on the How to enroll? page, also for students from other universities.

If you would like to count the credits towards your degree, please check your curriculum or contact your supervisor or student services for guidance.

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.

Acquire a good understanding of recent advances in Microeconometrics.

Slides and suggested readings will be available on Manuel Bagues' webpage.

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

Starts Ends Type Location Link
Lectures Economicum, SR1 Not set
Lectures Economicum, SR1 Not set
Lectures Economicum, SR1 Not set
Lectures Economicum, SR1 Not set
Lectures Economicum, SR1 Not set

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

August 18: Chapters 1 & 2
August 20: Chapters 3 & 4
August 25: Chapter 5
August 27: Chapter 6
August: 29: Chapter 7