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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

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 (4) Differences in Differences (5) Regression Discontinuity Design

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

Resources & Reading list

Angrist and Pischke (2009). Mostly Harmless Econometrics, An Empiricist's Companion. 


Assessment Strategy

This module is assessed through coursework in form of problem sets (20%), continuous successful participation in class (10%) and an empirical project (50%). Assessment for referral and external repeat is through an empirical project only.


MethodPercentage contribution
Class participation 10%
Final Report 50%
Problem sets 20%
Problem sets 20%


MethodPercentage contribution
Final project 100%


MethodPercentage contribution
Final Report 100%

Repeat Information

Repeat type: Internal & External

Linked modules

Pre-requisites: ECON6004


Costs associated with this module

Students are responsible for meeting the cost of essential textbooks, and of producing such essays, assignments, laboratory reports and dissertations as are required to fulfil the academic requirements for each programme of study.

In addition to this, students registered for this module typically also have to pay for:

Books and Stationery equipment

Recommended texts for this module may be available in limited supply in the University Library and students may wish to purchase reading texts as appropriate.

Please also ensure you read the section on additional costs in the University’s Fees, Charges and Expenses Regulations in the University Calendar available at

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