Spring 2022 - ECON 836 G100

Applied Econometrics (4)

Class Number: 3840

Delivery Method: In Person


  • Course Times + Location:

    Mo 2:30 PM – 4:20 PM
    WMC 3611, Burnaby

    We 4:30 PM – 5:20 PM
    WMC 3611, Burnaby

  • Prerequisites:

    ECON 835 or equivalent.



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


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 replicate published empirical studies or answer specific empirical questions.



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



Software: You should use STATA or R to complete the replication assignments. No matter which software package you choose, however, learning to use it will primarily be your responsibility. Statistical software packages share many similarities, 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 and R, which are industry standards for applied econometrics.



Angrist, J. and Pischke, J.-S., Mostly Harmless Econometrics: An Empiricist’s Companion. 2009. Princeton University Press. ISBN: 978-0-691-12035-5



Hansen, B. E. Econometrics. 2021. You can download it for free here: https://www.ssc.wisc.edu/~bhansen/econometrics/

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


Teaching at SFU in spring 2022 will involve primarily in-person instruction, with safety plans in place.  Some courses will still be offered through remote methods, and if so, this will be clearly identified in the schedule of classes.  You will also know at enrollment whether remote course components will be “live” (synchronous) or at your own pace (asynchronous).

Enrolling in a course acknowledges that you are able to attend in whatever format is required.  You should not enroll in a course that is in-person if you are not able to return to campus, and should be aware that remote study may entail different modes of learning, interaction with your instructor, and ways of getting feedback on your work than may be the case for in-person classes.

Students with hidden or visible disabilities who may need class or exam accommodations, including in the context of remote learning, are advised to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112) as early as possible in order to prepare for the spring 2022 term.