The purpose of this course is to expose students to econometric techniques frequently used in applied microeconomic research. One way to think about the course is that it will introduce you to the tools in toolbox. The course will not go into great depth in regard to any particular applied econometric method, but will instead aim to provide you with enough knowledge about each one to know when, and when not, to use it in your empirical research. With an emphasis on causal inference and application, this course will broaden students’ research design skills with new/extended coverage of econometric methods like regression discontinuity design, instrumental variables, panel methods, difference in difference model, selection models, and error clustering techniques, among other topics.

Econometrics I is an introductory course for MSc students to introduces the regression methods for analyzing data in economics. This course emphasizes practical aspects of statistical analysis, distinguishing correlation and causality, estimating econometric models, testing the hypotheses, and interpreting the regression results. The goal of this course is to help students develop a solid theoretical background in introductory-level econometrics, implement estimation techniques and criticize empirical studies in economics.