Course #
42000
Section Number
1
Day(s)
M
-
W
Time(s)
10:30am-11:50am
Term
Fall 2023
Specialization
Data Analytics
Course Instructor
Steven Durlauf
Syllabus
Syllabus 9/18/23

This course is the first in a three-part sequence designed to cover applied econometrics and regression methods at a fairly advanced level. This course provides a theoretical analysis of linear regression models for applied researchers. It considers analytical issues caused by violations of the Gauss-Markov assumptions, including linearity (functional form), heteroscedasticity, and panel data. Alternative estimators are examined to deal with each. Familiarity with matrix algebra is necessary.

Notes

Registration open to Harris PhD and MACRM students only. Any remaining seats available for Harris students and non-Harris PhD students. Harris students must attend Harris PhD Math Methods and add themselves to the waitlist when registration opens to request enrollment if a seat remains.

Course Prerequisite

In order to register for this course you must be a PPHA Phd student, PPHA-MAR student or a PECO PhD student.

Quarter Title Instructor Day(s) Time(s) Syllabus
Fall 2023 Applied Econometrics I Steven Durlauf Monday, Wednesday 10:30am-11:50am Syllabus