Simon Fraser University
Engaging the World

Course Outlines

Spring 2025 - ECON 836 G100

Applied Econometrics (4)

Class Number: 1928

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 6 – Apr 9, 2025: Fri, 9:30 a.m.–12:20 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:

This course serves as an introduction to graduate level econometrics and follows ECO 835.
The aim of the course is to provide students hands-on experience conducting empirical work
with real data. Students will become familiar with quasi-experimental methods such as instrumental
variables and regression discontinuity (and perhaps difference-in-differences depending
on ECO 835 coverage). The course will then dive into the estimation of simple
structural models. Regular assignments will be assigned where students utilize these empirical
methods on real data, including the replication of empirical studies. Students will also
present an empirical replication in class.

Programming:
Programming should be done in R or STATA. The lab is stocked with R and STATA,
which are the industry standard for applied econometrics. You may use other programming
languages (e.g., Python) as well if you wish, although I will be unable to provide any support
for those languages as I have never used them.

Grading

  • Preparation 10%
  • Problem sets (4) 40%
  • Project and Class Presentation 20%
  • Final 30%

NOTES:

Description

Preparation
I will request that you read one paper per week. Please read the paper to the best of your
ability so that you can follow along with the lecture that will be based around that paper.
In general, we will use these papers to see where the literature is. I may get you to briefly
explain the results of a paper to the class (assigned the week before).
Problem Sets (4)
Problem sets are pretty self-explanatory. All problem sets will require the analysis of provided
data to complete.
Project and Class Presentation
Students will have to replicate a recent empirical paper of their choice as a class project.
The student will then present their replication to the class.
Final
The final will be relatively short (I will aim for a 1.5 hour test) and will test what you have
picked up in class.

Materials

REQUIRED READING:

None

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

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:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website 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

RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.