Apologies for cross-posting
**Introduction to Applied Micro-econometrics**
9:00 - 17:00, 11-12 March 2009
*) Course instructor:
Prof. Guido Imbens, Dept. of Economics, Harvard University
*) Course Outline:
The course is aimed at PhD students and academic staff in Epidemiology,
Statistics and Social Science who want to understand the basics of
causal inference and micro-econometrics.
In this course, Prof. Imbens will discuss developments in
micro-econometrics over the last decade and a half. The focus will be on
methods that may also be relevant for empirical researchers outside of
economics. In contrast to much of the published literature in the more
technical econometrics and statistics journals, we focus on practical
issues important in implementation of the methods and for reading and
understanding of the literature. There will be little discussion of
technical details, for which you will be referred to the literature.
There is no textbook for the course, although reference will be made
to Wooldridge,J., (2001), Econometric Analysis of Cross Section and
Panel Data, MIT Press. In addition there will be detailed lecture notes
that will be distributed prior to the course.
Topics that will be covered in the course span a range of areas in
micro-econometrics,although it will not be comprehensive. In particular
we do not cover time-series methods.
The course will be taught in eight lectures, two in the morning and two
in the afternoon of
1. Causal Methods Under Unconfoundedness Part I: Matching and the
2. Causal Methods Under Unconfoundedness Part II: Design and Overlap in
3. Instrumental Variables Methods
4. Regression Discontinuity Designs
5. Difference-In-Differences Methods
6. Discrete Response Models, Part I: Binary Response Models,
Multionomial and Condi-
tional Logit Models.
7. Discrete Response Models, Part II: Nested Logit, Multinomial Probit,
8. Problems with Weak and Many Instruments
*) Course requirements:
Some background in linear regression methods.
The course will take place in the SMMS-Clinical Lecture Theatre at St
Mary's hospital. Note that this is in St Mary's Hospital, across from
the Faculty of Medicine, Imperial
College London at St. Mary's Campus, and NOT in the main campus in South
The complete address is
Faculty of Medicine
Imperial College London
St. Mary's Campus, Norfolk Place
W2 1PG London - UK
More information on how to arrive can be found at
*) Booking and course fees:
* £25 per day for postgraduate students registered at UK academic
* £50 per day for staff at UK academic institutions, ESRC funded
and registered charity organisations
* £195 per day for all other participants
This includes the course materials, refreshment and lunch.
*) In order to book a place for the course, you should contact Sara
Geneletti ([log in to unmask]).