Course Description
This course is a continuation of Applied Econometrics I (ECG 561). After a review of probability and statistics, and simple and multiple regression models, we explore the following topics: regression using panel (longitudinal) data, instrumental variables regression, regression with a binary dependent variable, prediction with many regressors and ``Big Data'' methods, and time series regression. The emphasis is on recognizing the conditions in which it is appropriate to apply the various techniques, formulating a relevant model, estimating the model and interpreting the results. This course will also provide the students practical experience in applied econometrics using STATA.
Spring 2025
Instructors
Meeting Patterns
Classes Start:
January 6, 2025
Classes End:
April 22, 2025
Location:
0G421 Nelson Hall
Class Days:
M W
Class Start Time:
4:30pm
Class End Time:
5:45pm
Class Type:
Lecture
Credits:
3.00
Restrictions:
P: ECG 561 Restricted to students in Graduate Economics programs