Econometrics (381-2-20)

Instructors

Vivek Bhattacharya

Meeting Info

Technological Institute F281: Mon, Wed, Fri 2:00PM - 3:20PM

Overview of class

This is the second course in the upper level econometrics sequence. We will delve deeper into the tools introduced in Econ 381-1, and we will ask when we are interested in causal effects and when estimates can be considered causal. Topics covered will include control variables, panel data, instrumental variables, difference-in-differences, and regression discontinuity designs. We will cover how to critically evaluate econometrics and statistical methods used in policy analysis by discussing academic papers and policy briefs.

Registration Requirements

Econ 310-1 and Econ 381-1 (Econ 310-2, 311 recommended); Math 230, 234, 240 and 314

Class Materials (Suggested)

Strongly Recommended: Angrist and Pischke: Mostly Harmless Econometrics (ISBN: 978-0691120355) Publisher is Princeton ///

Suggested: Stock and Watson: Introduction to Econometrics, 3rd Edition updated (ISBN: 978-0133486872) Publisher is Pearson

Enrollment Requirements

Enrollment Requirements: All students must have taken ECON 310-1 or MMSS 211-1 in order to enroll in this course