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Department of Economics
Economics 209
Applied Econometrics
Spring Semester, 2016
Prof. J. Brown
Course Prerequisites
To enroll in this course, students must have credit for ECON 200/301/370 and either
STAT 280 or STAT 310/ECON 307/ECON 382. To do well in this course, you must
thoroughly understand the material covered, and this requires you to have grasped the
content of the prerequisite courses listed above. If you feel that your understanding of
prerequisite material may be deficient, please let me know right away. I will be happy to
help arrange extra review sessions, but I cannot reteach other courses. If your
readiness is too limited, you will be best served by taking (or retaking) STAT 310 before
taking this course.
Course Organization
In addition to the class lectures, weekly lab sessions will provide an opportunity for you
to discuss course assignments and to learn Stata software. Regular attendance at
lectures and labs is a requirement for this course. If you must miss either, please let me
know in advance if possible. If you expect to miss more than a small number of
sessions, you should not take this course. Problem sets or other assignments will occur
roughly weekly. Answers to problem sets will be posted on our OWL-Space site and
discussed in labs or in class. As with most subjects, econometrics is best (and perhaps
only) learned by doing. To do well in this course, it will be imperative that you make
good use of the labs and that you actively seek help when you are confused. Course
exams will presume that you have done so.
WEEKS
TOPIC
READINGS
1-3
HGL: 1 and
Appendices A-C
AH: 1
3-5
HGL: 2-4
AH: 2-4
5-8
Multiple regression
Indicator variables
Treatment effects
HGL: 5-7
AH: 5-7
Midterm Exam
8 - 12
Heteroskedasticity
Random regressors
Simultaneous equations
Instrumental variables
HGL: 8, 10, 11
AH: 8, 10, 11
12-13
HGL: 15
AH: 15
14-15
HGL: 16
AH: 16
Final Exam