Applied Econometrics

Catalog description

The objective is to provide students with a set of theoretical, econometric, and practical skills to test predictions from economic theory in data and to estimate the causal impacts of a policy or program. Modules 1-5 of the course will cover underlying tools and concepts, including mathematical statistics, linear models for cross-sectional and panel data, non-linear models, and hypothesis testing. In modules 6-7 we cover topics related to causal inference, instrumental variables, coefficient stability, and difference-in-difference estimators. Throughout the course, students will be evaluated on both theoretical and empirical applications.