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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!

Apply

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.

Teaching 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

Participants must bring their own portable laptop to participate fully in this course.
STATA.

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.

Apply now

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 transfers (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 not interested in credit transfer will instead receive a Certificate of Attendance free of charge. These Participants will not be graded or assessed during the course.

Fees for 2025

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’s

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 be recorded and videos will be available for a month once 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.