I convene modules at PhD/Master level designed to teach microeconometrics for research purposes. Topics covered include: panel data, discrete choice modelling, limited dependent variables, instrumental variables, treatment effects: selection on observable methods, difference-in-differences, IV methods, regression discontinuity design.

I provide econometric and statistical software advice to students, and in particular advise PhD research students.

I highly recommend reading the following book (as a bit of bedtime reading!) which provides a nice intuitive overview of using econometrics for research purposes and causal inference .

Angrist, JD and Pischjke, JS (2009). Mostly Harmless Econometrics: An Empiricist’s Companion, Princeton University Press

And the following for some practical advice:

Kennedy, P. (2002). Sinning in the Basement: What Are the Rules? The Ten Commandments of Applied Econometrics, Journal of Economic Surveys, 16(4), 569-89.

I also recommend the following papers for an overview of some common practical econometric issues which are often under discussed:

Economic versus Statistical Significance

Ensted, T. (2009). Statistical vs. economic significance in economics and econometrics: Further comments on McCloskey and Ziliak, Journal of Economic Methodology. 16(4):393-408.

Hoover, Kevin and Mark Siegler (2008). Sound and Fury: McCloskey and Significance Testing in Economics, Journal of Economic Methodology. 15(1):1-37.

McCloskey, Deirdre N., and Stephen T. Ziliak (2008). Signifying nothing: a reply to Hoover and Siegler. Journal of Economic Methodology, 15 (1): 57-68

Miller, Jane E. and Yana van der Meulen Rodgers (2008). Economic Importance and Statistical Significance: Guidelines for Communicating Empirical Research, Feminist Economics 14(2): 117-49.

Standard Error Issues

Abadie, A., Athey, S., Imbens, G. and Wooldridge, J. (2017) When Should You Adjust Standard Errors for Clustering?, NBER Working Paper No. 24003

Cameron, C. and Miller, D. (2015) A Practitioner's Guide to Cluster-Robust Inference, Journal of Human Resources, 50, (2), pp.317-373

When to Apply Weights

Solon G., Haider S.J. and Wooldridge J.M. (2015) What Are We Weighting For? The Journal of Human Resources, 50(2) 301-316

UK Data Service publication “What is weighting?” https://www.ukdataservice.ac.uk/media/285227/weighting_2_1.pdf