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Course Details

Course Number: 94-834

Applied Econometrics I

Units: 6

This course introduces students to applied econometric analysis, focused on the basic and most widely used method: multivariate linear regression. Students will learn the important properties of the linear regression estimator, the construction of hypothesis tests, and the assumptions required for these properties to hold. There will be extensive applied work with real-world datasets using the statistical software Stata. Time permitting, there will also be brief coverage of models with binary outcomes, panel data, and methods to adjust variance estimates for common issues such as correlated observations.

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Seth Richards-Shubik