course-details-portlet

SØK3515 - Microeconometrics and Analysis of Panel Data

About

Lessons are not given in the academic year 2023/2024

Examination arrangement

Examination arrangement: School exam
Grade: Letter grades

Evaluation Weighting Duration Grade deviation Examination aids
School exam 100/100 5 hours C

Course content

The course includes econometric methods to analyse panel data and micro data. Different methods to take care of unobserved heterogeneity between individuals will be presented. An introduction to methods relevant for analyses of discrete choice and selected samples will be given. Applications of the methods will be emphasized.

Learning outcome

Knowledge

You learn

  • different methods for estimation of econometric methods for panel data
  • how to address unobserved individual heterogeneity in static and dynamic panel data models
  • formulation, estimation and interpretation of models for individuals discrete choices
  • formulation, estimations and interpretation of econometric models in situations where data is censored or the result of self selection

Skills

You should be able to

  • use and understand methods in empirical analysis based on panel data in different data situations and model formulations
  • use and understand econometric methods in empirical analysis of discrete choices and addressing problems with self selection and censored data
  • conduct your own econometric analysis based on panel data and micro data and interpret and critically consider the credibility of results produced by different methods
  • apply modern econometric software for empirical analysis based on panel data and micro data

General competence

You should be able to

  • read and understand reports and research articles using the concepts and methods discussed in the course
  • use the content of the course in your own academic work like your master thesis

Learning methods and activities

4 hours of lectures every week.

Compulsory activity: Approved term paper(s)/ exercise(s). Specific requirements will be announced at the beginning of the term, and an independent econometric work will be included. The course is an optional master's course, and will be taught next time in the autumn semester 2020. Students enrolled in ISØ's master programs can take the course any semester.

Compulsory assignments

  • Obligatory course work

Further on evaluation

Students enrolled in MSØK, MSØK5 or MFINØK can take this course all semesters. Other students can register their interest for the course by sending an email to kontakt@econ.ntnu.no

Specific conditions

Admission to a programme of study is required:
Economics (MSØK)
Economics (MSØK/5)
Financial Economics (MFINØK)

Required previous knowledge

None

Course materials

Announced at the beginning of the term.

Credit reductions

Course code Reduction From To
SØK8615 10.0 AUTUMN 2010
More on the course

No

Facts

Version: 1
Credits:  15.0 SP
Study level: Second degree level

Coursework

No

Language of instruction: Norwegian

Location: Trondheim

Subject area(s)
  • Financial Economics
  • Economics
  • Social Sciences
Contact information

Department with academic responsibility
Department of Economics

Examination

Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD School exam 100/100 C 2023-12-08 09:00 INSPERA
Room Building Number of candidates
SL210 Sluppenvegen 14 3
Spring ORD School exam 100/100 C 2024-05-31 09:00 INSPERA
Room Building Number of candidates
SL430 Sluppenvegen 14 3
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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