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Microeconometrics

Econometrics of Cross-section Data with Applications

Estimation techniques for qualitative and panel data in economics using STATA.

17.5h (5 days)

€775 - €1,375

Face-to-face

English

Program date: June 30 -July 4

Early bird deadline: April 15, 2025

Learn more

Econometrics of Cross-section Data with Applications

Applications for 2025 Summer School programs are now open!

Summer school

Microeconometrics

Econometrics of Cross-section Data with Applications

This course covers survey data analysis in economics, focusing on discrete choice, limited-dependent, and duration models.

STATA sessions provide hands-on estimation and interpretation using real-world data in demand, health, and labor economics.

Faculty

Learn when to use different models for empirical work and how to maximize estimation results

Participants will be able to:

Develop proficiency in analyzing survey data with a focus on qualitative information unsuitable for traditional regression
Understand and apply discrete choice, limited-dependent variable, and duration models to economic and social science data
Gain skills in addressing sample selection issues in cross-sectional data
Learn to estimate and interpret models in STATA using real-world data in fields such as demand, health, and labor economics
Analyze and discuss empirical studies that apply these models to practical scenarios

Program Syllabus for Econometrics of Cross-section Data with Applications

Here is a list of themes and topics you will cover.

Discrete choice models (I)

Binary choice models
Linear probability model
Utility maximization models: Probit and Logit
Marginal effects
Selection criteria
- Example: A model of housing tenure
- Example: Psychological pressure in competitive environments: penalty kicks
Multinomial models
Multinomial Logit
Independence of Irrelevant Alternatives
Marginal effects
Conditional Logit model
- Example: A model of transport mode choice

Discrete choice models (II)

Nested Logit model and Mixed Logit model
- Example: Generalized Extreme Value
Random parameters
- Example: Demand for Health Care Services
Ordered models
Standard ordered model: Probit and Logit
Marginal effects
Limitations of the standard ordered model
- Example: Analysis of the subjective well-being
Count data models
Poisson model
Negative binomial modes.
- Example: Number of inpatient stays in hospital

Limited dependent variable models (I)

Tobit model
Estimation
Interpretation of the coefficients
Limitations
- Example: Gambling expenditure
- Example: Demand for education
Other applications of the Tobit model

Limited dependent variable models (II)

Sample selection models
Estimation and Two-part models
Double-hurdle models
Estimation
Particular cases:
- Example: A Willingness-To-Pay model
- Example: Tobacco consumption
Count data models
Zero inflated models

Duration Models

Basic concepts
Continuous time models
Exponential. Weibull, Log-logistics
Types of data:
- Longitudinal/retrospectives
- Cross-sections
- Estimation
- Heterogeneity
Non-parametric methods
- Example: Unemployment duration
- Example: Propensity to start smoking

List of References

The following texts will help you prepare for the course:

Recommended Texts

Cameron, A.C. and Trivedi, P.K., Microeconometrics. Methods and Applications, Cambridge University Press, 2005.
Cameron, A.C. and Trivedi, P.K., Microeconometrics using STATA, STATA Press, 2010.
Wooldridge, J.M., Econometric Analysis of Cross-Section and Panel Data, MIT Press, 2010.
Specific empirical references will be given for each topic

Software / Hardware

STATA will be used during the course. Participants will receive a temporary personal license, provided by BSE, a few days before Summer School begins
Participants must bring their own portable laptop to participate fully in this course

Admissions and Requirements

Participants to BSE Summer School must check they are eligible to apply.

Program date: June 30 -July 4

Early bird deadline: April 15, 2025

Requirements

Summer School applicants normally demonstrate one or more of the following:

A strong background in Economics or a field closely related to the course topic (Statistics, Law, etc.)
Postgraduate degree or current Master’s/PhD studies related to the course topic
Relevant professional experience

Requirements for Econometrics of Cross-section Data with Applications

Participants must have knowledge of the regression model and statistics and probability

Schedule

Here is your schedule for this edition of BSE Microeconometrics Summer School, Econometrics of Cross-section Data with Applications course.

Time

30

mon

1

tue

2

wed

3

thu

4

fri

11:30 - 13:30

Lecture

16:15 - 17:45

Practical

Credit Tansfers (ECTS)

To be eligible for credit transfer, students must complete a final project.

Students will deliver a short final project one week after the summer school finishes.

It will consist of completing an assignment that will include the practical and empirical issues worked on in class.

Consult the Summer School Admissions page for more information about this option.

Certificate of Attendance

Participants who attend more than 80% of the course will receive a Certificate of Attendance, free of charge.

Fees

Multiple course discounts are available, see more information about available discounts. Fees for courses in other Summer School programs may vary.

Course

Panel Data and Spatial Panels

Econometrics of Cross-section Data with Applications

Dynamic Structural Models for Policy Evaluation

Quantitative Methods for Public Policy Evaluation

Estimation in High-Dimensional Models

Difference-in-Differences with Panel Data

Dynamic and Non-linear Panel Data Models

Modality

Face-to-face

Total Hours

17.5

ECTS

1

Regular Fee

1,375€

Reduced Fee*

775€

FAQ

Need more information? Check out our FAQ section or contact our Admissions Team.

Is accommodation included in the course fee?

Accommodation is not included in the course fee. Participants are responsible for finding accommodation.

Are the sessions recorded?

Sessions will NOT be recorded; however, the materials provided by the professor will be available for a month after the course has finished.

Are there any discounts available?

Yes, BSE offers a variety of discounts on its Summer School courses. See more information about available discounts or request a personalized discount quote by email.