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Applied Econometrics for Researchers - 6 ECTS
Course Coordinator: Professor HC Kongsted, Department of Strategy and Innovation, CBS
Faculty
Professor Hans Christian Kongsted (HCK)
Department of Strategy and Innovation, CBS
Tenure-track Assistant Professor Abhishek Bhatia (AB)
Department of Strategy and Innovation, CBS
Pipe Galera (PG)
Department of Strategy and Innovation, CBS
Prerequisites
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.
Aim
The overall aim of the course is to provide econometric tools for data analysis 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, student presentations of final assignment report.
Lecture plan
Lectures (in-class): Tuesdays 9.00-12.00
Workshops (on-line): Thursdays 9.00-12.00
Thursday 01/10-2026: Introduction to econometrics and Stata essentials (HCK) Room:
Note: This will be 15.00-18.00, followed by a welcome dinner.
Tuesday 06/10-2026: Lecture: Ordinary Least Squares (HCK)
Room:
Thursday 08/10-2026: Workshop – Stata essentials
Tuesday 13/10-2026: Lecture: OLS, Dummy Variables and Moderation Effects (HCK)
Room:
Thursday 15/10-2026: Workshop – Application and interpretation of OLS
Tuesday 20/10-2026: Lecture: Limited-dependent Variable Models (HCK)
Room:
Thursday 22/10-2026: Workshop – Logit/probit models
Tuesday 27/10-2026: Lecture: Attrition and Selection Models (AB)
Room:
Thursday 29/10-2026: Workshop - Selection and Attrition
Tuesday 03/11-2026: Lecture: Matching Methods (AB)
Room:
Thursday 05/11-2026: Workshop - Matching
Tuesday 10/11-2026: Lecture: Instrumental Variables (AB)
Room:
Thursday 12/11-2026: Workshop - Instrumental Variables
Tuesday 17/11-2026: Lecture: Panel Data Models (NN)
Room:
Thursday 19/11-2026: Workshop - Panel Data
(No classes in week 48 due to PhD intro course)
Tuesday 01/12-2026: Lecture: Policy evaluation methods (NN) Room:
Thursday 03/12-2026: Workshop – Policy evaluation
Monday 14/12-2026: Presentations workshop (Note: in class): (HCK/NN) Room: ?- morning and afternoon
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.
Evaluation
Students are expected to follow the entire program of lectures and workshops and to develop a final assignment report. The assignment must be based on a replication of a published paper, preferably based within each student’s area of interest, using econometric methods taught in the course. Students will receive guidance in locating papers and associated data for the assignment. A 1-page description specifying key variables for the analysis and the research question addressed will be due by November 15.
Students should prepare a 15-minute presentation for the class on December 14. The final assignment is a max. 15 pages report that conducts the empirical analysis, presents the results, and critically discusses the methods and assumptions employed by the empirical analysis. The final assignment report is due on December 18.
Maximum number of participants: 12
Note: In case we receive more registrations for the course than we have seats, CBS PhD students will have first priority. Remaining seats will be filled on a first come first serve.
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).
The binding registration deadline is 2 September 2026. If you wish to cancel your registration, you must do so by this date. After the deadline, we will assess whether there are sufficient registrations to run the course and, if necessary, allocate seats if demand exceeds capacity.
If seats remain available after this deadline, the registration period may be extended to fill the remaining seats.
Please note that once you receive our acceptance or welcome letter, your registration becomes binding, and no refunds of the course fee will be issued.
Information about the Event
Date and time Thursday 1 October 2026 at 15:00 to Monday 14 December 2026 at 18:00
Registration Deadline Wednesday 2 September 2026 at 23:55
Location
Kilen - room KL3.54 (third floor)
Kilevej 14A
Frederiksberg
DK-2000
Organizer
Nina Iversen, CBS PhD School
Phone +45 3815 2475
ni.research@cbs.dk
Event Location
About CBS PhD School
Copenhagen Business School (CBS) offers a range of PhD courses, covering the scientific disciplines of the school. The courses include research design, publication techniques, research methods such as qualitative or quantitative methods, and specialisation courses in eg. organisational analysis, marketing and political science.
Most courses are organised as intensive week-long courses, but other formats are applied as well. The courses are open to PhD students from other countries and institutions, but some prerequisites may apply. Please see the individual course descriptions.
The PhD courses are offered in English and are for PhD students only.
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Event Location
About CBS PhD School
Copenhagen Business School (CBS) offers a range of PhD courses, covering the scientific disciplines of the school. The courses include research design, publication techniques, research methods such as qualitative or quantitative methods, and specialisation courses in eg. organisational analysis, marketing and political science.
Most courses are organised as intensive week-long courses, but other formats are applied as well. The courses are open to PhD students from other countries and institutions, but some prerequisites may apply. Please see the individual course descriptions.
The PhD courses are offered in English and are for PhD students only.