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ECON 10516

Applied Microeconometrics

InstructorUndergraduateITAMSummer 2024

About the course

Theoretical and practical tools to run an empirical analysis of the relationship between two or more variables. Because most empirical questions have direct policy implications, the course focuses on methods for estimating causal effects. Students work with real data in R and Stata, and by the end can test hypotheses, answer applied questions, and judge which method fits each problem.

Course documents

Slides

Taught in person. Slides are posted at the end of each topic as a review; they do not replace the full class content.

  1. 01Probability and Statistical InferenceSlides
  2. 02Introduction to Statistical SoftwareRStata
  3. 03Review of EconometricsPart 1Part 2
  4. 04Model ValiditySlides
  5. 05Models with Binary or Categorical Dependent VariablesSlides
  6. 06Panel DataSlides
  7. 07The Causal ProblemSlides
  8. 08Randomized Controlled Trials (RCTs)Slides
  9. 09Instrumental VariablesSlides
  10. 10Difference-in-DifferencesSlides
  11. 11Regression DiscontinuitySlides