Microeconometrics Panel Data

AY2022/2023 Semester 2

This course is intended to be a practical guide for students doing applied economic research. Topics covered include causal inference, average treatment effect, randomized experiment, regression adjustment, instrumental variables regressions, panel data, first difference and individual/time fixed effects model, two-way fixed effects model, difference-in-differences, and regression discontinuity design. Students will get hands-on experience with data analysis and causal inference by using statistical packages such as STATA or R. All the econometric methods introduced in the course will be illustrated by extensive empirical examples with real-world data. Practical advice on how to design an empirical research project and how to write an applied economics paper will also be provided.