Graduate:
ECON 241: Econometrics 3 - PhD. first-year sequence - (Spring 2025)
Course description: This course covers the most commonly used tools in empirical research. We will consider both the classical setup with constant coefficients and more recent advances in the analysis of models with heterogeneous coefficients, with a focus on treatment effects. Topics covered include: OLS estimation/inference, robust variance estimation, potential outcomes and causality under unconfoundedness, IV and GMM, Local Average Treatment Effects, fixed and random effects models, DID, consistency and asymptotic normality of M- and Z-estimators, and non-linear models.