ECON 480 — Econometrics
  • Syllabus
  • Schedule
  • Content
  • Assignments
  • Resources

Schedule

This page contains all of the following resources for each class meeting:

  • Content materials contains suggested readings, more details about assignments, math appendices, and other helpful resources. I suggest you view these before each class.
  • Slides are “Quarto” html presentations that can be opened in any browser (You can find a downloadable PDF on content pages)
  • R materials contain extra tutorials, videos, practice exercises for using R
  • Assignments are listed with due dates

Please note that the lesson numbers, topics, and titles (e.g. 1.1) are my design, and do not match up with the textbook!

Relevant materials, if applicable will be posted before class meets and become colored links.

I. Data Analysis in R

Title Content Slides R Assignment
Preliminary Survey
Mon Aug 22 1.1 — Introduction to Econometrics
Wed Aug 24 1.2 — Meet R
Wed Aug 31 1.3 — Data Visualization
Wed Sep 07 1.4 — Data Wrangling
Mon Sep 12 1.5 — Optimize Workflow
Problem Set 1 due Fri Sep 23

II. Linear Regression

Title Content Slides R Assignment
Wed Sep 14 2.1 — Data and Descriptive Statistics
Mon Sep 19 2.2 — Random Variables and Distributions
Problem Set 2 due Fri Sep 30
Wed Sep 21 2.3 — Simple Linear Regression
Mon Sep 26 2.4 — Goodness of Fit and Bias
Wed Sep 28 2.5 — Precision and Diagnostics
Mon Oct 03 2.6 — Inference for Regression
Wed Oct 05 2.7 — Hypothesis Testing for Regression
Problem Set 3 due Fri Oct 14
Mon Oct 17 Midterm Exam

III. Causal Inference

Title Content Slides R Assignment
Wed Oct 19 3.1 — The Fundamental Problem of Causal Inference
Mon Oct 24 3.2 — DAGs
Wed Oct 26 3.3 — Omitted Variable Bias

IV. Multivariate Linear Regression

Title Content Slides R Assignment
Mon Oct 31 4.1 — Multivariate OLS Estimators: Bias, Precision, and Fit
Problem Set 4 due Fri Nov 11
Wed Nov 02 4.2 — Writing an Empirical Paper
Mon Nov 07 4.3 — Categorical Data & Interactions
Mon Nov 14 4.4 — Nonlinearities & Variable Transformations
Problem Set 5 due Mon Nov 28

V. Advanced Research Designs

Title Content Slides R Assignment
Mon Nov 21 5.1 — Panel Data and Fixed Effects Models
Mon Nov 28 5.2 — Difference-in-Differences Models
Wed Nov 30 5.3 — Instrumental Variables Models
Problem Set 6 (ungraded practice)
Research Paper
Fri Dec 09 Final Exam
Content 2022 by Ryan Safner
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