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Waikato Management School
Te Raupapa

ECON529-16T (HAM) - Microeconometrics (2016)

Introduction

Credit points

15.00

Calendar description

The purpose of this paper is to provide students with skills in microeconometrics that should enable them to carry out a wide range of empirical analyses using either cross-sectional or panel data on individuals, households or firms. Topics covered include: Maximum Likelihood Estimation: Instrumental Variables and Generalised Method of Moments Estimation; Discrete Choice Models; Limited Dependent Variable Models; Panel and Survey Data; Non- and Semi-parametric Models: Propensity Score Matching and Evaluation Methods.

Handbook description

The purpose of this paper is to provide students with skills in microeconometrics that should enable them to carry out a wide range of empirical analyses using either cross-sectional or panel data on individuals, households or firms. Topics covered include: Maximum Likelihood Estimation: Instrumental Variables and Generalised Method of Moments Estimation; Discrete Choice Models; Limited Dependent Variable Models; Panel and Survey Data; Non- and Semi-parametric Models: Propensity Score Matching and Evaluation Methods.

Extended Information

Topics covered are: randomized experiments, quasi- and natural-experiments, propensity score matching, instrumental variables and generalised method of moments estimation; discrete choice models; limited dependent variable models; and econometric issues for panel and survey data. There will also be an introduction to Bayesian estimation methods using the package BUGS for the software R, however, most other applications will be run using Stata.