ECON 5525

Applied Econometrics

Lec 01 selected

The course focuses primarily on panel and cross-sectional data methods with a strong emphasis on a hands-on approach to learning statistics and programming techniques. Some topics to be covered include nonparametric techniques, quantile regressions, IV, fixed effect, random effects, selection bias and hazard models.

Sections

Lecture

From the syllabus

From the Winter 2024 syllabus by Casey Warman. Open the PDF

Grading

35%Attendance, assignments, participation, and tests
25%Presentation
40%Final paper

Textbooks

  • Mostly Harmless Econometrics: An Empiricist’s Companion, Joshua Angrist and Jörn-Steffen Pischke (optional)
  • Applied Econometrics, Dimitrios Asteriou and Stephen G. Hall (optional)
  • Mastering Metrics: The Path from Cause to Effect, Joshua Angrist and Jörn-Steffen Pischke (optional)
  • Econometric Analysis of Panel Data, Badi H. Baltagi (optional)
  • Microeconometrics: Methods and Applications, A. Colin Cameron and Pravin K. Trivedi (optional)
  • Microeconometrics Using Stata, A. Colin Cameron and Pravin K. Trivedi (optional)
  • Econometric Theory and Methods, Russell Davidson and James G. MacKinnon (optional)
  • A Guide to Econometrics, Peter Kennedy (optional)
  • Econometric Analysis of Cross Section and Panel Data, Jeffrey M. Wooldridge (optional)

Course rules

Term paper
The paper must be 20–25 pages and cannot be reused from or for another course.
Term paper scope
The paper must use microeconomic cross-sectional or panel data, not time-series techniques or pooled time series.
Presentation
MA presentations are 18–20 minutes and PhD presentations 25–30 minutes, followed by three minutes of questions.
STATA
No prior STATA knowledge is required; students must learn any additional code needed for their paper independently.

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