2015 Training Course - Applied Microeconometrics

Event Date
IFPRI - Dakar


This course will provide participants an extensive range of up-to-date statistical and econometric techniques to analyze microeconomic data. In particular, a wide variety of microeconometric methods available in Stata will be covered, including linear regression, instrumental-variables estimation, nonlinear models for binary, multinomial, and censored models, estimation of average treatment effects, simulation and bootstrapping, and duration analysis. Special emphasis will be placed on the rationale of the models, the implementation of the methods and the interpretation of the results using multiple examples. Overall, the course aims to help participants analyze microeconomic data by applying different econometric techniques using a popular specialized software.

Applications for this course will be accepted until August 10, 2015. Course outline and description are subject to change.

Course Outline

Training Materials are available here: http://www.agrodep.org/resource/2015-applied-microeconometrics-training-course-materials. Materials are available with valid login to course participants only.

  1. Preliminaries
  • Introduction and general discussion on microeconometric methods
  • Basic data analysis in Stata
  1. Linear models
  • OLS and GLS regressions
  • Robust and clustered standard errors
  • Regression analysis, prediction and specification tests
  1. Instrumental-variables estimation
  • IV estimators: IV, 2SLS and GMM
  • Testing for endogeneity and overindentifying restrictions
  • Weak instruments
  1. Nonlinear models
  • Binary response models: Linear Probability Model, Probit and Logit
  • Multinomial response models: Multinomial Logit
  • Censored models: Tobit and Selection models
  1. Estimation of average treatment effects
  • Regression methods
  • Propensity score matching
  1. Simulation and bootstrapping
  • Simulation applications
  • Bootstrap methods
  1. Duration analysis (if time permits)
  • Hazard functions


The course level is appropriate for participants with a background in economics or related fields, statistics, mathematics, and/or public policy. A strong background in quantitative analysis is preferable. Basic knowledge of Stata is required.

Most of the course will be based on Microeconometrics: Methods and Applications by A. Colin Cameron and Pravin K. Trivedi (2005) and the Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge (2010), which are two books widely used in graduate courses in the US.


In order to apply for this course, AGRODEP members must complete the following by August 10, 2015:

If you would like to practice using Stata before taking the proficiency test, please review the modules below. Information included covers Stata use for beginners, linear regressions, bivariate regressions, and panel data. You will need to know this information to successfully complete the test.


Manuel A. Hernandez is a Research Fellow at IFPRI. He received his PhD in Economics from Texas A&M University in August 2009. He also holds a Bachelor’s degree in Economics from the Universidad del Pacifico in Lima, Peru. Prior to starting his graduate studies, he worked for more than four years in different research institutes in Peru, including the Research Center of the Universidad del Pacifico (CIUP) and the Group of Analysis for Development (GRADE). He has been involved in several research projects on small and medium enterprises, industrial organizations, impact evaluation, labor markets, and the informal economy. His current research interests lie in the areas of oligopoly markets, risk scoring, impact evaluation, and price analysis.