Applied Regression Analysis

Students must have completed PPHA 31102 Statistics for Data Analysis II or equivalent, or obtain instructor consent to enroll. This course is based on the theory and practice of econometrics. Its intention is to provide hands-on experience with econometric analysis, without neglecting sound knowledge of econometric theory. It is designed to help students acquire skills that make them effective consumers and producers of empirical research in public policy, economics and related fields. Throughout the course, concepts will be illustrated with application in economics. Various aspects will be covered in the course, in particular: i) review of linear regression; ii) specification and estimation of econometric models for causal inference; iii) model building, selection and cross-validation for prediction; and iv) time series models and forecasting.