Simon Fraser University
Engaging the World

Course Outlines

Spring 2020 - ECON 836 G100

Applied Econometrics (4)

Class Number: 4415

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 6 – Apr 9, 2020: Mon, 2:30–4:20 p.m.
    Burnaby

    Jan 6 – Apr 9, 2020: Wed, 2:30–3:20 p.m.
    Burnaby

  • Prerequisites:

    ECON 835 or equivalent.

Description

CALENDAR DESCRIPTION:

A 'hands-on' course in implementing econometric techniques for empirical investigation of economic issues.

COURSE DETAILS:

The objective of this course is to help students become comfortable doing empirical work via hands-on experience. Students will gain experience doing “real” econometrics with real data and statistical software, will learn how to confront real-world data problems, and how to apply the theory introduced in ECON 835. This will be accomplished via regular assignments in which students will replicate published empirical studies or answer specific empirical questions.

Software: Students may use the econometrics software of their choice, and learning to use it is the student’s responsibility. Statistical software packages are all quite similar, hence learning to use one will be beneficial even if you find yourself using others in the future. The lab will be stocked with Stata, which is industry-standard for applied econometrics.

Grading

  • Assignments 30%
  • Midterm 25%
  • Final exam 45%

Materials

REQUIRED READING:

Angrist, J. and Pischke, J.-S., Mostly Harmless Econometrics: An Empiricist’s Companion. 2009. Princeton University Press.
ISBN: 978-0691120355

RECOMMENDED READING:

Davidson, R & MacKinnon, J. Econometric Theory and Methods. 2004. Oxford University Press.
ISBN: 978-0195123722

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

Registrar Notes:

SFU’s Academic Integrity web site http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS