Simon Fraser University
Engaging the World

Course Outlines

Spring 2026 - ECON 836 G100

Applied Econometrics (4)

Class Number: 1822

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 5 – Apr 10, 2026: Mon, 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 applied econometrics and follows ECON
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 fixed effects, difference-in-differences, instrumental variables and regression discontinuity.
The course will also cover the development and 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 conduct an empirical
replication and present a referee report 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 the TA and I will only be able to
provide limited coding support for those languages.

COURSE-LEVEL EDUCATIONAL GOALS:

Tentative Course Outline:
The weekly coverage might change as it depends on the progress of the class.
Week Content

Week 1

  • Course Introduction
  • Reading assignment: None
Week 2
  • Randomized Control Trials
  • Reading assignment: Ding, Weili, and Steven F. Lehrer. 2010. “Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions.” Review of Economics and Statistics 92 (1): 31–42.
  • Problem Set 1 Assigned (due in two weeks)
Week 3
  • Fixed Effects
  • Reading assignment: Chetty, Raj, John N. Friedman, and Jonah E. Rockoff. 2011. The Long-Term Impacts of Teachers: Teacher Value-Added and Student Outcomes in Adulthood. NBER Working Paper No. 17699. National Bureau of Economic Research.
Week 4
  • Value Added
  • Reading assignment: Macartney, Hugh, Robert McMillan, and Uros Petronijevic. 2018. Teacher Value-Added and Economic Agency. NBER Working Paper No. 24747. Cambridge, MA: National Bureau of Economic Research.
Week 5
  • Difference-in-Differences
  • Reading assignment: Gilraine, Michael, Hugh Macartney, and Robert McMillan. 2018. Estimating the Direct and Indirect Effects of Major Education Reforms. NBER Working Paper No. 24191. Cambridge, MA: National Bureau of Economic Research.
  • Problem Set 2 Assigned (due in two weeks)
Week 6
  • Staggered Difference-in-Differences
  • Reading assignment: Deshpande, Manasi, and Yue Li. 2019. “Who Is Screened Out? Application Costs and the Targeting of Disability Programs.” American Economic Journal: Economic Policy 11 (4): 213–48.
Week 7
  • Regression Discontinuity
  • Reading assignment: Gilraine, Michael, and Jeffrey Penney. 2025. “Focused Interventions and Test Score Fade-Out.” Review of Economics and Statistics 107 (2): 570–579.
  • Problem Set 3 Assigned (due in two weeks)
Week 8
  • Instrumental Variables
  • Reading assignment: Harari, Mariaflavia. 2020. “Cities in Bad Shape: Urban Geometry in India.” American Economic Review 110 (8):2377–2421.
Week 9
  • Shift Share Instruments
  • Reading assignment: Gilraine, Michael, and Angela Zheng. 2024. “JUE Insight: Air Pollution and Student Performance in the U.S.” Journal of Urban Economics 143: 103686.
  • Problem Set 4 Assigned (due in two weeks)
Week 10
  • Lotteries
  • Reading assignment: Abdulkadiro˘glu, Atila, Joshua D. Angrist, Yusuke Narita, and Parag A. Pathak. 2017. “Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation.” Econometrica 85(5): 1373-1432
Week 11
  • Judge Instruments
  • Reading assignment: Dobbie, Will, Paul Goldsmith-Pinkham, and Crystal S. Yang. 2017. “Consumer Bankruptcy and Financial Health.” Review of Economics and Statistics 99 (5): 853-869
  • Problem Set III Assigned (due in two weeks)
Week 12
  • Additional Material and Presentations
  • Reading assignment: None
Week 13
  • Additional Material and Presentations
  • Reading assignment: None
  • Replication project due

Grading

  • Preparation 10%
  • Problem sets (4) 40%
  • Referee Report 10%
  • Replication Project 10%
  • Final 30%

NOTES:

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). Your preparation mark
will be based on your participation in discussions related to these reading assignments.

Problem Sets (4)
Problem sets are pretty self-explanatory. All problem sets will require the analysis of provided
data to complete.

Referee Report
Students will have to present a referee report of a current-year job-market paper. The
presentation will be 10 minutes and presentation slots will be assigned over the final two
weeks of the course.

Replication Project
Students will have to replicate a recent empirical paper of their choice. To do so, the students
will need to find a recent empirical paper whose data are available online (usually through the
Harvard Dataverse or the AER repository) and replicate the main result in the paper. The
student will then be asked to look at something new in the data (this will be open-ended).

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

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.