|Semester||Fall Semester, 2019|
|Department||Junior Class A, Department of Public Finance Junior Class B, Department of Public Finance Senior Class A, Department of Public Finance Senior Class B, Department of Public Finance|
? Introduction, Economic Questions and Data (1 week)
? Review of Probability (SW 2, 2 weeks)
? Review of Statistics (SW 3, 2 weeks)
? Bivariate Regression I (SW 4, 2 weeks).
- Probability framework.
? Bivariate Regression II (SW 5, 2 weeks).
- Estimation and Hypothesis testing.
? Multiple Regression I (SW 6, 2 week).
- Omitted variable bias.
- Multiple regression model.
? Multiple Regression II ( SW 7, 1 week).
? Nonlinear Regression Models (SW 8, 1 week).
- Modeling nonlinear regression functions.
- Interactions between independent variables.
? Assessing Regression Studies (SW 9, 1 week).
- Internal and external validity.
- Threats to internal validity.
? Panel Data (SW 10, 1 week).
- Panel data with two periods.
- Fixed effects regression.
- Random effects regression.
? Instrumental Variables Regression (SW 12, 2 weeks).
- General IV regression model.
- Checking instrument validity.
- Where do IV come from?
? Experiments and Quasi-Experiments (SW 13, 2 weeks).
- Difference-in-difference estimator.
- Average treatment effect.
Students are evaluated based on their class attendance, problem sets, and one final exam according to the following distribution.
Problem Sets 25%
|Textbook & Reference|
Stock, H. H. and M. W. Watson, Introduction to Econometrics, 3rd Edition. Pearson/Addison Wesley 2010. (SW)
? Levitt, S. D. and S. J. Dubner (2005). Freakonomics: A Rougue Economist Explores the Hidden Side of Everything
|Urls about Course|