Training Course on Microeconometrics

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We are proud to offer this course in a variety of training formats to suit your needs. We use the highest quality learning facilities to make sure your experience is as comfortable as possible. Our face to face calendar allows you to choose any classroom course of your choice to be delivered at any venue of your choice - offering you the ultimate in convenience and value for money.

July 2024

Code Date Duration Location Fee Action
PCM06 15 Jul 2024 - 19 Jul 2024 5 days Kisumu, Kenya KES 84,000 | $1,100 Register
PCM06 22 Jul 2024 - 26 Jul 2024 5 days Nakuru, Kenya KES 84,000 | $1,100 Register
PCM06 15 Jul 2024 - 19 Jul 2024 5 days Kampala, Uganda $1,900 Register
PCM06 15 Jul 2024 - 19 Jul 2024 5 days Accra, Ghana $2,400 Register
PCM06 15 Jul 2024 - 19 Jul 2024 5 days Pretoria, South Africa $2,400 Register
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July 2024

Code Date Duration Mode Fee Action
PCM06 15 Jul 2024 - 19 Jul 2024 5 days Half-day KES 60,000 | USD 699 Register
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July 2024

15 Jul - 19 Jul
5 days
KES 84,000 | $1,100
22 Jul - 26 Jul
5 days
KES 84,000 | $1,100
15 Jul - 19 Jul
5 days
- | $1,900
15 Jul - 19 Jul
5 days
- | $2,400
15 Jul - 19 Jul
5 days
- | $2,400
I Want To See More Dates...

July 2024

15 Jul - 19 Jul
5 days
KES 60,000 | $ 699
I Want To See More Dates...


This course consists of lectures and computer sessions that focus upon a number of models and estimators that figure prominently in what is referred to 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.

Course Level:

Course Outline


  • 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

 Generalized 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

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Course Administration Details:


The instructor-led training are delivered using a blended learning approach and comprises presentations, guided sessions of practical exercise, web-based tutorials, and group work. Our facilitators are seasoned industry experts with years of experience, working as professionals 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 Institute(IRES) certificate certified by the National Industrial Training Authority (NITA).


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

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


Accommodation and airport pickup are arranged upon request. For reservations contact the Training Officer.

Email:[email protected] / [email protected]


This training can also be customized to suit the needs of your institution upon request. You can have it delivered at our IRES Training Centre or at a convenient location.

For further inquiries, please contact us on Tel: +254 715 077 817 0r +250 789 621 067

Mob: +254 792516000+254 792516010   +250 789 621 067 or mail [email protected] / [email protected]


Payment should be transferred to IRES account through the bank before the course start date

Send proof of payment to [email protected] / [email protected]

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