Checking date: 09/05/2022

Course: 2022/2023

Research Methods
Study: Master in Business and Finance (69)

Coordinating teacher: MELERO MARTIN, EDUARDO

Department assigned to the subject: Department of Business Administration

Type: Compulsory
ECTS Credits: 5.0 ECTS


Requirements (Subjects that are assumed to be known)
Statistics, Quantitative Methods I & II
This class introduces students to social science methods as applied to the study of organizational issues, focusing on the key issues of measurement, design, analysis and statistical inference. The goal is for students to develop the skills necessary for conducting empirical research and for critically evaluating research conducted by others.
Skills and learning outcomes
Description of contents: programme
CLASS 1: Research Methods. The language of research. Models in Empirical Research. CLASS 2: Research Design and Basics of Data Analysis. Introduction to STATA program. CLASS 3: Multiple Regression CLASS 4: Binary Dependent Variables: Estimating Probabilities CLASS 5: Quantile Regression CLASS 6: Endogeneity Problems in Regression Analysis CLASS 7: Instrumental Variables: Introduction CLASS 8: Instrumental Variables: Instrument Validity and Strength CLASS 9 : Instrumental Variables in Practice CLASS 10: Panel Data Structures CLASS 11: Panel Data Applications CLASS 12: Panel Data: Differences-in-Differences Estimator CLASS 13: Regression Discontinuity CLASS 14: Carrying Out an Empirical Projects (and reporting results)
Learning activities and methodology
Students will be required to hand in 5 assignments dealing with the different topics of the program. Students will be advised on the use of STATA program for those assignments and are expected to develop the necessary programming skills. The course also includes a set of readings and discussion papers that the students are expected to read in advance. The professor may explicitly ask students to present these papers in class.
Assessment System
  • % end-of-term-examination 40
  • % of continuous assessment (assigments, laboratory, practicals...) 60
Basic Bibliography
  • Jeffrey M. Wooldridge. Introductory Econometrics: A Modern Approach. Thomson South-Western. 2003
  • Joshua D. Angrist and Jörn-Steffen Pischke. "Mostly Harmless Econometrics". Pricenton University Press. 2009

The course syllabus may change due academic events or other reasons.