Simon Fraser University
Engaging the World

Course Outlines

Fall 2026 - ECON 835 G100

Econometrics (4)

Class Number: 2038

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 9 – Dec 6, 2026: Fri, 1:30–4:20 p.m.
    Burnaby

    Sep 9 – Dec 6, 2026: TBA, TBA
    Burnaby

  • Prerequisites:

    ECON 435 and ECON 798.

Description

CALENDAR DESCRIPTION:

An introduction to econometric theory. Applications of econometric methods to both time series and cross-section data. Offered once a year.

COURSE DETAILS:

Course description

Econ 835 serves as an introduction to graduate level econometrics. The aim of this course is to introduce students to fundamental econometric theory. Students are expected to become familiar with ordinary least squares estimation, finite and large sample properties of OLS estimator, hypothesis testing, causality and panel data. 

Students wishing to enroll in this course are expected to have basic knowledge of calculus, linear algebra and statistics. I will provide a basic review of linear algebra concepts that are going to be used in this course.

Topics

The Conditional Expectation Function (CEF)                                                      

Ordinary Least Squares (OLS)                                                                                    

Finite Sample Properties of OLS estimator                                                                 

Large Sample Properties of OLS estimator                                                      

Assumption of normality, Central Limit Theorem and hypothesis testing               

Causality     

Panel data                                                                                                          

Difference-in-difference 

Grading

NOTES:

The final grade will be based on problem sets (15%), lecture attendance and participation (5%), midterm exam (35%) and final exam (45%).  

Materials

REQUIRED READING:

We will use selected chapters from: 

Econometrics. Princeton University Press. Author: Bruce E. Hansen


Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

At SFU, you are expected to act honestly and responsibly in all your academic work. Cheating, plagiarism, or any other form of academic dishonesty harms your own learning, undermines the efforts of your classmates who pursue their studies honestly, and goes against the core values of the university.

To learn more about the academic disciplinary process and relevant academic supports, visit: 


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.