Intro to Econometrics

Summer 2019

Lecture:

Dates: Jul 8 to Aug 9, 2019

Meet: Monday, Tuesday, Wednesday, Thursday

Time: 3:15 PM - 5:15 PM

Classroom: Lecture, Intercultural Center 119

TA Recitation:

Meet: Wednesday

Time: 7:00 PM - 9:00 PM

Location: Laboratory, Reiss 282

Credits: 3


Syllabus

Lectures :

• Lecture 1: Economic questions and data (S\& W Chapter 1).

• Lecture 2: Introduction to Stata.

• Lecture 3 & 4: Review of probability and statistics (S &W Chapters 2 and 3).

• Lectures 5 & 6: Simple linear regression -- Estimation (S &W Chapter 4).

• Lectures 7 & 8: Simple linear regression -- Inference (S &W Chapter 5).

• Lectures 9 & 11: Multivariate linear regression (S &W Chapters 6 and 7).

• Lectures 12 & 13: Nonlinear regression functions (S &W Chapter 8).

• Lectures 14 & 15: Assessing regression results (S &W Chapter 9).

• Lectures 16 & 17: Regression with panel data (S &W Chapter 10).

• Lecture 18 & 19: Instrumental variables regression (S &W Chapter 12).

• Lectures 20 & 21: Experiments and quasi-experiments (S &W Chapter 13).

• Lectures 22 & 24: Time series (S &W Chapter 15).




This course develops the theory and applications of regression analysis, which is the primary tool for empirical work in economics. Emphasis is placed on techniques for estimating economic relationships and testing economic hypotheses.







Homeworks:

• Homework 1 - Solutions - Due:

• Homework 1 - Solutions - Due:

• Homework 1 - Solutions - Due:

Datasets :


Exams :

  • Midterm I - Solutions
  • Midterm II - Solutions
  • Final