Advanced Microeconometrics


The focus of the class is in identifying causal relations in social sciences. We revisit the linear model, its asymptotic properties and the usual tests of hypothesis researchers conduct in assessing the model. We also study robust inference; bootstrap methods; M-estimators and models with generated regressors; instrumental variables estimators; GMM and system linear estimators; models for panel data with emphasis in non-linear models; instrumental variables for non-linear models; semi-parametric and non-parametric estimators; models for sample selection and attrition and standard methods commonly used in the evaluation of program and policies: Randomized trials; randomized inference; matching methods; regression discontinuity design; difference-in-Differences and establishing bounds of parameters. We will emphasize the theory of each topic and we will also illustrate them discussing applications from papers published in the recent literature. Prerequisite: Econ 513
Course Attributes:

Section 01

Advanced Microeconometrics
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