Econometrics

Catalog description

This course will introduce the student to a wide range of micro-econometric models commonly used in data analyses and empirical research within academia, business, and policy analysis, with a focus on three broad aims. First, we will learn and discuss the interpretation of the parameters and the various advantages, limitations, and assumptions underlying each estimator. Second, we will develop and study each estimation method with an emphasis on application, seeing how each method is used in practice, and on implementation, learning how to apply each estimation method within a statistical software package. Third, the focus is on deriving causal effects based on observational data.