ECON9104 ¨C Topics in Econometrics

Course content

This course introduces advanced econometric methods for estimation and inference. The specific content varies from year to year, and topics include advanced methods for causal inference, time series econometrics, methods for structural estimation, econometric analysis with varying types of data and sampling frameworks, as well as econometric theory. The emphasis will be on developing a solid understanding of the underlying econometric principles of the methods taught, as well as on their empirical application using Statistical software (Stata/R).

Learning outcome

Knowledge:

• Have solid knowledge of advanced econometric methods for estimation and inference
• Have solid knowledge about the formal basis for the methods
• Have solid knowledge of central issues related to practical use of the methods, including their application using statistical software
• Have the necessary knowledge to understand, design, conduct and interpret empirical analyses of real world data

Skills:

• Be able to understand economtric modeling
• Understand underlying assumptions, strengths, and weaknesses of different empirical approaches
• Understand key issues in design and implementation of empirical analyses
• Be able to design empirical analyses and analyze various types of data

General competence?:

• Be conversant in the world of econometrics and empirical economics
• Be able to produce empirical economic research
• Be able to consume empirical economic research
• Be able to develop scientifically valid analyses
• Have proficiency in software designed for data analysis and estimation

Admission to the course

This course is offered to PhD candidates at the Oslo PhD Initiative in Economics at UiO and BI. Other candidates admitted to a PhD program may apply.

Application form.

Formal prerequisite knowledge

Master`s degree in economics or similar.

Teaching

The course takes place during one intensive week.

Credit for the course requires both active participation in class and a take home exam.

Examination

A take-home exam.

Language of examination

The examination text is given in English, and you submit your response in English.

Grading scale

Grades are awarded on a pass/fail scale. Read more about the grading system.

More about examinations at UiO

• Use of sources and citations
• Special exam arrangements due to individual needs
• Withdrawal from an exam
• Illness at exams / postponed exams
• Explanation of grades and appeals
• Resitting an exam
• Cheating/attempted cheating

You will find further guides and resources at the web page on examinations at UiO.