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CECO 1240A - Introduction to Econometrics

Type d'enseignement : Elective

Semester : Spring 2017-2018

Number of hours : 24

Language of tuition : English

Pre-requisite

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Course Description

This course provides an introduction to econometrics. The course aims to equip students not only with the theoretical understanding of econometrics, but also with the ability to practically apply what they have learnt to real-life economic issues. It will be evenly split into theoretical concepts and practical applications using the statistical software STATA. Problem sets also will be given to reinforce students' understanding of the subject. Students will be graded based on two take-home problem sets and a final group project. Students will need to bring their laptops for this course.

Teachers

TAN, Joanne (PhD student)

Pedagogical format

At the end of the course, the student is expected to : 1°) Understand OLS regression and its shortcomings. 2°) Understand and critique empirical papers. 3°) Execute econometric analysis in Stata.

Course validation

To validate the course, the student is expected to pass the following assignments: 1°) Take-home problem set 1. 2°) Take-home problem set 2. 3°) Final group project.

Required reading

Introductory Econometrics: A modern approach, fourth edition, by Jeffrey Wooldridge

Additional required reading

  • Statistical Inference, second edition, by George Casella and Roger Berger