Course overview
This course covers the estimation, inference and identification of linear regression models. It focuses on applying econometric techniques to real-world problems, and on interpreting the estimation results. The first part of the course includes a review on statistics and an introduction to large sample theory. The second part of the course focuses on issues in linear regressions including model misspecification, measurement errors, and endogenous regressors. Topics typically include instrumental variable regressions and panel data. The course will include the use of STATA, a standard software for econometric and statistical analysis.
Course learning outcomes
- Explain econometric concepts and results intuitively
- Proficiently use STATA for econometric and statistical analysis
- Conduct independent data analysis and inquiry using the tools of statistics and econometrics
- Interpret results and shortcomings of the analysis