EFN 302E - Econometrics II

Course Objectives

At the end of the semester, students will be able to:
• Understand the fundamentals of econometric modeling.
• Distinguish between cross-section and panel data models.
• Learn the instrumental variable method for causal analysis.
• Explore econometric methods for analyzing experimental and quasi-experimental data.
• Apply common machine-learning tools used for prediction.
• Explore 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.