This course has an empirical focus and aims at giving the student basic knowledge of how the different techniques covered in the course work and how they can be applied in empirical work. The course covers three main areas. (i) The random utility model and discrete choice techniques. This part will primarily cover the linear probability, logit and probit models for binary choice. (ii) Limited dependent variable techniques frequently used in microdata econometrics. This part covers basic techniques for dealing with censoring (such as the tobit model) and sample selection. (iii) Panel data methods. This section will first deal with the basic fixed and random effects models. In a latter part, we also cover event history methods and methods used for analysing duration data.

Lecturer and Examiner:
Mårten Palme. Office hours: by agreement, room A732,
phone: 16 33 07, e-mail:

Veronika Wallinder. Office hours: Mon - Thu 12.30-13.30, room A491,
phone: 08-16 31 12, e-mail:

Course information:
Schedule (Please note that changes may occur)

Syllabus / Kursplan

- Stock & Watson. Introduction to Econometrics, Updated third version
- Angrist, J & Pischke, J-S, Mostly Harmless Econometrics. An Empiricist’s Companion. Princeton University Press.
- Articles

Exam information