Research Methods: Econometrics I

Syllabus

Class syllabus is here.

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Introduction

Chapter 1

Once Upon a time, why Econometrics?:

Part I: Basic Tools

1. Chapter 2:

The Simple Regression Model

2. Chapter 3:

Multiple Regression Analysis: Estimation

3. Chapter 4 - 5

MRA: Inference and Asymptotics

HomeWork 1 Also Github link

Due Date September 27

Part II: Addressing Problems with MRA

4. Chapter 6 - 7

MRA: Scaling, functional forms, Goodness of Fit, and Qualitative Information

5. Chapter 8

Heteroskedasticity

6. Chapter 9

Further Problems: Functional form, Missing variables, measurement errors, missing data

HomeWork 2 Also Github link

Due Date October 25 !!

Review Class: Wednesday October 18

MIDTERM! October 20: 9:30 - 12:50

7. Chapter 15

Instrumental Variables and 2SLS

8. Chapter 17

Limited Dep Variables

Part III: Panel Data Methods

9. Chapter 13

Pool Cross Section and Panel Data

10. Chapter 14

Advanced Panel Data Methods

[HomeWork 3] Github

Due Date November 29 at 1pm

Part IV: Time Series

11. Chapter 10 - 11

Basics of Regression analysis with TSD

12. Chapter 12 & 18

Advanced TSD Problems

Final

Possible Date December 13