AY2016

Introduction to Applied Econometrics

(Adjunct lecturer at Institute of Public Policy & Management)

Course Information

Course number: ECO15

Meeting time: 9:00-11:00 am (every Tuesday)

Room: B10

Office hours: By email appointment

Teaching assistant: None

Syllabus can be downloaded from here.

Course Materials

Class 1 (Oct 4): Review of probability theory and overview

Class 2 (Oct 11): Review of statistics and data structures

Class 3 (Oct 18): Data management using Stata 1

Class 4 (Oct 25): Data management using Stata 2 (assignment 1: data and code)

Class 5 (Nov 1): Graphics using Stata (assignment 2: data and code)

Class 6 (Nov 8): Hypothesis testings

Class 7 (Nov 15): Mid-term exam

Class 8 (Nov 22): Ordinary Least Squares regression (OLS) (assignment 3: data and code)

Class 9 (Nov 29): Non-linear regressions 1

Class 10 (Dec 6): Non-linear regressions 2 (assignment 4: data and code)

Class 11 (Dec 13): Goodness-of-fit in regressions (assignment 5: data and code)

Class 12 (Dec 20): Instrumental variable methods 1

Class 13 (Dec 27): Instrumental variable methods 2 (assignment 6: data and code)

Class 14 (Jan 3): Program evaluations

Class 15 (Jan 10): Final exam