Standard syllabus
Econometrics · Undergraduate · Statistics
Topics
Linear econometric models
- Classical linear regression assumptions (Gauss–Markov)
- Heteroskedasticity: detection and robust SEs
- Autocorrelation in time series regressions
- Instrumental variables (introduction)
- Simultaneous equations models (overview)
Panel and time series data
- Pooled, fixed, and random effects models (intro)
- Difference-in-differences (introduction)
- Stationarity and spurious regression
- ARIMA in econometric forecasting (intro)
- Cointegration overview (optional)
Policy and interpretation
- Dummy variables for policy interventions
- Reading empirical economics papers
- Specification tests and model diagnostics
- Limitations of observational econometrics
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