Country dropdown

Training Course on Microeconometrics


This course consists of lectures and computer sessions which focus upon a number of models and estimators that figure prominently in what is referred as Microeconometrics. The course provides a review and practical guide to a number of microeconometric models and estimators. The focus is on panel data models as well as on a broad class of models of discrete choice behavior.

This course will teach topics from an applied perspective and demonstrate the techniques using Stata.


5 days


The course is appropriate for participants with a background in economics or related fields, statistics, mathematics, and/or public policy. A strong background in quantitative analysis is preferable. Basic knowledge of Stata is required.



  • Introduction and general discussion on microeconometric methods
  • Basic data analysis in Stata

 Policy evaluation

  • Causality and Inference
  • Economic Policy Evaluation
    • Treatment Effects
    • The Self-Selection Problem
    • Matching


  • OLS and The Method of Moments
  • Gauss Markov Assumptions

 Endogeneity and instrumental variable estimation

  • Conditional and Unconditional Moments
  • The OLS and the IV Estimator
  • Instruments
  • The Validity of Instruments
  • The Relevance of instruments

 Linear unobserved effects panel data models

  • Introduction to Panel Data Models
  • Fixed Effects Models
  • Random Effects
  • Hausman Tests

 Generalised method of moments

  • Introduction
  • Optimal Weight Matrices: Some Intuition
  • The Method of Moments
  • OLS and IV Moment Estimators
  • Introduction
  • Overidentification Tests: The Validity of Moment Restrictions
  • Identification Tests: The Relevance of Moments
  • Weak Identification
  • IV/2SLS or GMM

 Dynamic panel data models

  • Weak versus Strict Exogeneity
  • LSDV Bias in Dynamic Models
  • The Difference GMM Estimator
  • The System GMM Estimator
  • Pooled Mean Group Estimators

 Discrete choice

  • Binary Choice Models
  • The Probit and Logit Models
  • Partial Effects and Average Partial Effects
  • Endogeneity in Binary Choice: control functions, bivariate probit, and the linear probability model
  • Theoretical Underpinnings of Discrete Choice Models
  • The Specification of a Random Utility Model
  • Identification
  • The Logit Model
  • Endogeneity and Discrete Choice


Participants should be reasonably proficient in English. Applicants must live up to Indepth Research Services (IRES) admission criteria.


The instructor led trainings are delivered using a blended learning approach and comprises of presentations, guided sessions of practical exercise, web based tutorials and group work. Our facilitators are seasoned industry experts with years of experience, working as professional and trainers in these fields.

All facilitation and course materials will be offered in English. The participants should be reasonably proficient in English.


Upon successful completion of this training, participants will be issued with an Indepth Research Servithces (IRES) certificate.


The training is residential and will be held at IRES Training Centre. The course fee covers the course tuition, training materials, two break refreshments, lunch, and study visits.

All participants will additionally cater for their, travel expenses, visa application, insurance, and other personal expenses.


Accommodation is arranged upon request. For reservations contact the Training Officer.

Email:This email address is being protected from spambots. You need JavaScript enabled to view it..  

Mob: +254 715 077 817

Tel: 020 211 3814


This training can also be customized for your institution upon request to a minimum of 4 participants. You can have it delivered in our training centre or at a convenient location.

For further inquiries, please contact us on Tel: +254 715 077 817, +254 (020) 211 3814 or mailThis email address is being protected from spambots. You need JavaScript enabled to view it.


Payment should be transferred to IRES account through bank on or before C.O.B 10th June 2019.

Send proof of payment to This email address is being protected from spambots. You need JavaScript enabled to view it.


Payment for the all courses includes a registration fee, which is non-refundable, and equals 15% of the total sum of the course fee.

1.     Participants may cancel attendance 14 days or more prior to the training commencement date.

2.     No refunds will be made 14 days or less to the training commencement date. However, participants who are unable to attend may opt to attend a similar training at a later date, or send a substitute participant provided the participation criteria have been met.

Please Note: The program content shown here is for guidance purposes only. Our continuous course improvement process may lead to changes in topics and course structure.

Event Properties

Event Duration 5 Days
Event Date 17-06-2019
Event End Date 21-06-2019
Cut off date 10-06-2019
Individual Price(Kenyan) KES 69,000
Individual Price (International) EUR 790
Individual Price(International in Dollars) USD 920
Location Nairobi, Kenya
We are no longer accepting registration for this event
Share this event: