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Topics in Microeconometrics (ECO-AD-MICMTRIC)


Department ECO
Course category ECO Advanced courses
Course type Course
Academic year 2022-2023
Term BLOCK 3
Credits 1 (EUI Economics Department)
Contact Simonsen, Sarah


Professor: Alessandro Tarozzi ([email protected])

A 20-hour topics course in applied micro-econometrics, with a particular emphasis on problems likely to be encountered in applied micro work, and techniques for dealing with those.

1. Non-standard standard errors and inference (10 hours): Adjusting standard errors with non-i:i:d: data in cross-sectional and panel data; the bootstrap; smallsample inference; randomization inference; inference with multiple hypothesis and family-wise error rates. Moulton (REStat 1990), Bertrand, Du o and Mullainathan (QJE 2004), Cameron and Miller (JHR 2015), Holm (1979), Clarke, Romano and Wolf (2020).

2. Introduction to non-parametric and semi-parametric methods. Non-parametric estimation of densities and regressions. (4 hours): Bandwdiths and Kernels; Nadaraya- Watson and locally weighted regressions; partially linear models.

3. Quantile Regression. (2 hours)

4. Bounding causal estimates when exogeneity does not hold. Altonji et al (JPE 2005), Oster (JBES 2017), Pei, Pischke and Schwandt (JBES 2019), De Luca, Magnus and Peracchi (JBES 2019) (4 hours) 

Exercise classes
No exercise class

Teaching material
• Selected journal articles and additional reading assigned with each lecture.
• Lecture notes provided by the instructor.

There will be 2-3 problem sets and a take home exam.



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Page last updated on 21 September 2018

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