Applied Econometrics for Researchers

Updated: about 11 hours ago
Deadline: 13 Dec 2022


Applied Econometrics for Researchers


Hans Christian Kongsted, Professor, Department of Strategy and Innovation, Copenhagen Business School, Email:  

Vera Rocha, Associate Professor, Department of Strategy and Innovation, Copenhagen Business School, Email: vr  
Yotam Sofer, Teaching assistant, Department of Strategy and Innovation, Copenhagen Business School, E-mail:

Course coordinator
Hans Christian Kongsted, Professor, Department of Strategy and Innovation, Copenhagen Business School

The course requires that students have basic knowledge of statistics. It is assumed that students know how to calculate and interpret e.g. mean values, standard deviations and correlations, and how to perform basic statistical tests, e.g. comparing means. Knowledge of any particular programming language is not required although some programming experience will be an advantage.  Stata will be the statistical software used and all students will be given access to it during the course.

The overall aim of the course is to provide econometric analytical tools to PhD students with limited prior econometric experience. Students will be able to identify the appropriate econometric technique given their research question and the available data. Students will be able to distinguish between different econometric models and understand the limitations and pitfalls of each tool taught.

Course content
The student will be equipped with tools ranging from Ordinary Least Square to Limited Dependent Variables Models and Count Models useful for cross sectional settings. In this context, students will learn how to handle sample selection bias and endogeneity problems. Furthermore, the student will be exposed to panel data estimation and tools for policy evaluation.

Teaching style
Lectures, workshops, home exercises, student presentations of home exercises.

Lecture plan
Lectures (in class): Wednesdays 9.00-12.00
Workshops (online): Fridays 9.00-12.00
27/9-2022: Introduction to econometrics and Stata essentials (HCK/VR/YS) Room: KL 1.53 
Note: This will be 15.00-18.00, followed by a welcome dinner.
12/10-2022: Lecture: Ordinary Least Squares (HCK) Room: KL2.53
14/10-2022: Workshop – Stata essentials (YS)
Note: Fall break in Week 42
26/10-2022: Lecture: OLS, Dummy Variables and Moderation Effects (HCK) Room: KL3.54
28/10-2022: Workshop – Application and interpretation of OLS (YS)
02/11-2022: Lecture: Limited-dependent Variable Models (HCK) Room: KL2.53
04/11-2022: Workshop – Logit/probit models (YS)
09/11-2022: Lecture: Attrition and Selection Models (VR) Room: KL2.53
11/11-2022: Workshop - Selection and Attrition (YS)
16/11-2022: Lecture: Matching Methods (VR) Room: KL2.53
18/11-2022: Workshop - Matching (YS)
23/11-2022: Lecture: Instrumental Variables (VR) Room: KL2.53
25/11-2022: Workshop - Instrumental Variables (YS)
30/11-2022: Lecture: Panel Data Models (VR) Room: KL2.53
02/12-2022: Workshop - Panel Data (YS)
07/12-2022: Lecture: Policy evaluation methods (HCK/VR) Room: KL2.53
09/12-2022: Workshop – Policy evaluation (YS)
13/12-2022 Exam 4 hours 9-13, Room: KL2.53
Note: this is a Tuesday

Learning objectives
Subsequent attending this course, the student should feel substantially better equipped to tackle econometric challenges, conduct rigorous econometric studies and to discuss and comment on econometric work of others.

Students are expected to follow the entire program and to attend the final exam. It is a 4 hours written exam in which students individually solve a problem set and write a report using econometric techniques.


Start date

End date




Course Literature
Course Literature (subject to change)
• Ai C., & Norton E.C., (2003). Interaction terms in logit and probit models. Economics Letters, 80 123-129. 
• Cameron, A. and Trivedi, P., 2005: Microeconometrics: Methods and Applications, Cambridge University Press (selected chapters).
• Certo, S., Busenbark, J., Woo, H., Semadeni, M, 2015. Sample selection bias and Heckman models in strategic management research, Strategic Management Journal 37 (13) 2639-2657.
• Hoetker G., (2007), The use of logit and probit models in strategic management research: critical issues. Strategic Management Journal, 28 331-343.
• Norton E.C., H. Wang, & Ai C., (2004). Computing interaction effects and standard errors in logit and probit models. The Stata Journal, 4(2) 154-167.
• Wooldridge, J. M. (2015), Introductory Econometrics - A Modern Approach, International Student Edition, 6th Edition, South Western (selected chapters).
• Wooldridge, J. M. (2002), Econometric Analysis of Cross Section and Panel Data, The MIT Press, Cambridge MA (selected chapters).

DKK 7.800,-

Minimum number of participants

Maximum number of participants

Copenhagen Business School
Kilen (Kilen 14)
2000 Frederiksberg 
Room: KL2.53 (second floor) most days
Except 27 September room KL 1.53 (first floor) and 26 October room KL3.54 (third floor)

Contact information
CBS PhD Support
Nina Iversen
Tel +45 3815 2475

Registration deadline

Please notice that registration is binding after the registration deadline. 

Note: The course is planned with physical class room lectures. Workshops will be conducted online. In case of a renewed Covid-19 lockdown of CBS facilities, the course will be conducted fully on a virtual platform.

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