ECON 3530 - Applied Econometrics III

This course covers the estimation, inference and identification of linear regression models. It focuses on applying econometric techniques to real-world problems, and on interpreting the estimation results. The first part of the course includes a review on statistics and an introduction to large sample theory. The second part of the course focuses on issues in linear regressions including model misspecification, measurement errors, and endogenous regressors. Topics typically include instrumental variable regressions and panel data. The course will include the use of STATA, a standard software for econometric and statistical analysis.