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The University of Southampton

ECON6040 Panel Data and Microeconometrics

Module Overview

This module covers concepts and methods that are employed in contemporary microeconometrics, with an emphasis on the application of these techniques to address various applied research questions using mainly individual level (e.g. firms, households) micro data. Many of the examples will come from labour, public and financial economics, but the techniques covered in this course are applicable to a wide range of fields.

Aims and Objectives

Module Aims

• introduce students to the field of microeconometrics and the concept of causal inference • introduce a range of microeconometric techniques allowing students to undertake empirical analyses with the aim of evaluating policies and establishing causal linkages between variables of interest.

Learning Outcomes

Learning Outcomes

Having successfully completed this module you will be able to:

  • Conduct empirical analyses using different types of economic data and interpret the results of such
  • Identify statistical models and techniques that are appropriate for a particular type of microeconomic data
  • Understand the strengths and weaknesses of alternative approaches to estimation and testing


(1) Randomised Experiments (2) Instrumental Variables (3) Panel Data Methods (3) Differences in Differences (4) Regression Discontinuity Design (5) Mixed Topics (Quantile Regression, Matching Estimators)

Learning and Teaching

Teaching and learning methods

There are 20 hours of lectures. There is also an independent research component and an in-class presentation.

Independent Study80
Total study time100



MethodPercentage contribution
Empirical Project 40%
Exam 50%
Presentation 10%


MethodPercentage contribution
Exam 100%

Repeat Information

Repeat type: Internal & External

Linked modules

Pre-requisites: ECON6004

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