ECN 302E - Econometrics II

Course Objectives

By the end of this course, students will be able to:

1. Understand the core principles of econometric modeling.
2. Analyze data using panel data models.
3. Apply instrumental variable methods for causal analysis.
4. Evaluate econometric approaches for experimental and quasi-experimental settings.
5. Use common machine-learning tools for prediction tasks.
6. Implement basic time series and forecasting methods.

Course Description

This course is the second part of the undergraduate-level econometric sequence. In this course, we will cover the following topics: (i) panel data models, (ii) instrumental variable regression, (iii) experiments and quasi-experiments, (iv) prediction with many regressors and big data, and (v) time series regressions and forecasting. Upon completion of the course, students will be ready to perform econometric analysis and read applied work in the literature.