Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.


The students learn the most common microeconometric methods typically used in applied research. Students also learn how to analyze critically estimation strategies and how to interpret empirical results. The course is especially suitable for students who want to use econometric methods in their master s thesis.

Credits: 6

Schedule: 08.09.2020 - 20.10.2020

Teacher in charge (valid 01.08.2020-31.07.2022): Tuomas Pekkarinen

Teacher in charge (applies in this implementation): Tuomas Pekkarinen

Contact information for the course (valid 10.08.2020-21.12.2112):

Please, send an email ( to fix an appointment.


CEFR level (applies in this implementation):

Language of instruction and studies (valid 01.08.2020-31.07.2022):

Teaching language: English

Languages of study attainment: English


  • Valid 01.08.2020-31.07.2022:

    The course covers identification based on observables, randomized control trials, difference-in-differences, instrumental variables and regression discontinuity design.
    The students will also use an econometric software in the analysis of data and estimations.

  • Applies in this implementation:

    Randomized control trials

    Identification based on observables

    Instrumental variables in action


    Regression discontinuity design

Assessment Methods and Criteria
  • Valid 01.08.2020-31.07.2022:

    Exercises (50% of the final marking)
    Exam (50% of the final marking)
    To pass the course a passing grade in the exam is required.

  • Applies in this implementation:

    Evaluation: five problem sets (50 per cent), final exam (50 per cent).

    To pass the course a passing grade in the exam is required.

    Problem sets:

    - Available on Fridays at mycourses, due the following Friday at 22:00.

    - Deadlines are strict. The lowest graded problem sheet will not contribute to the grade.

    If you enrol through Oodi, you are automatically enrolled in mycourses. Otherwise contact me!

    Please include NAME and STUDENT NUMBER at the beginning of your problem set.

    You are automatically registered for the exam. However, to take the retake you need to register in advance.

    PhD students, please talk with me after class

  • Valid 01.08.2020-31.07.2022:

    Lectures 24h
    Exercises 12h
    Preparing for lectures and exam 96h
    Preparing for exercises 24h
    Exam 4h


Study Material
  • Valid 01.08.2020-31.07.2022:

    Joshua D. Angrist and Jörn-Steffen Pischke: Mostly harmless econometrics: An empiricist s companion  (2009), compulsory

    Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics (2015), compulsory

    Jeffrey M. Wooldridge  Introductory econometrics: A modern approach   (2009), compulsory


    Other material assigned during the course.

  • Applies in this implementation:

    Papers discussed in the class and listed in the syllabus are a part of the course material.

Substitutes for Courses
  • Valid 01.08.2020-31.07.2022:

    This course replaces 31E00900 Applied Microeconometrics

  • Valid 01.08.2020-31.07.2022:

    Empirical Methods for Economists (31C01200) or Econometrics (30C00200) or Capstone course Econometrics and Data Analysis (31C99904)

SDG: Sustainable Development Goals

    8 Decent Work and Economic Growth