Course Syllabus

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Economics 480-3: Introduction to Econometrics

Spring 2021

PDF version of the Syllabus

PAGE WITH CLASS MATERIALS

Class Spotify Playlist

Lectures and Discussions

Lecture: T-Th 9:00AM -- 10:50AM, on Zoom

Discussions: F 9:00AM -- 10:50AM and W 1:00PM -- 2:50PM, on Zoom 

Instructor: Ivan A. Canay

Office: 3423 Kellogg Global Hub
Phone: 847-491-2929
e-mail: iacanay@northwestern.edu
Website: http://sites.northwestern.edu/iac879/
Office Hours: M 8:00AM -- 9:00AM or by app

Teaching Assistant: Deborah Kim

e-mail: deborahkim2022@u.northwestern.edu
Office Hours: Wed 3:00 PM - 5:00PM

Teaching Assistant: Amilcar Velez

e-mail: amilcare@u.northwestern.edu
Office Hours: Mon 11:00AM - 1:00PM

Course Description

This course is the third quarter of the first year graduate econometric sequence. It covers estimation and inference in a variety of settings, including linear models with endogeneity, panel data models, difference in differences, and other models that are widely used in empirical economics. The course assumes that all students are comfortable with the kind of asymptotic theory covered in 480-2, so the focus of the discussion will be on issues of identification, interpretation, and practical implementation to some degree. Some topics do require advanced asymptotic arguments and those will be covered in class.

Grading

The class grade consists on problem sets (submitted via Canvas), a midterm exam on Tuesday May 4th (in class), and a final exam on Thursday June 10th at noon. The weighting scheme for the final grade will be as follows:

Component   Percentage
Problem Sets:   20%
Midterm Exam:   35%
Final Exam:   45%

Discussions

There are two types of discussion sessions in this course. The Friday discussion covers extensions of material covered in lecture and goes over exam and problem set questions. The Wednesday discussion works ``on-demand'' and is intended more as a review or background session that goes over simpler problems suggested by you earlier in the week. Talk to the TAs to determine if both, any, or none are appropriate for you.  

AccessibleNU

Any student requesting accommodations related to a disability or other condition is required to register with AccessibleNU (847-467-5530) and provide professors with an accommodation notification from AccessibleNU, preferably within the first two weeks of class. All information will remain confidential.

Remote Format

We will be meeting on Zoom for remote instruction. To accommodate students in other timezones, lectures are not mandatory. Lectures will be recorded and these recordings will be available for viewing only by students in the class (see Zoom tab in Canvas). Students are strongly encouraged to join the live lectures. Students joining the lectures should follow the following guidelines for zoom lectures:
  • The use of video is encouraged. Assuming our connections speeds are fast enough I would prefer if you have your video on during the lecture. If you chose to have your video off and you wish to ask a question, please {\bf turn on your video} when you do so. 
  • Microphones should be {\bf muted} during lecture. You should of course turn on your microphone when you want to ask a question. 
  • Deborah and Amilcar will monitor chat so you may use that feature if you find it convenient. However, I will not be personally monitoring chat while I teach. 
  • Note-taking may be challenging in a Zoom lecture. To ease with this, I plan to do the following. 
    • The slides I use for the lecture will be available for you to download a few minutes before the lecture starts. You should check Canvas before the start of each class.
    •   During lecture I will make annotations on the slides and you should feel free to do the same. 
    •   After each class I will upload the slides that contain the annotation I made during lectures so if you decided not to take notes while I teach, you will have the completed version of the slides at the end of the lecture.    
    •   If you need to review the material, you will have the recorded lecture available on Canvas.  

Recording of Synchronous Remote Class Sessions 

Lectures will be recorded and available to students in the class and can be found on Canvas.  Per the university policy:  Unauthorized student recording of classroom or other academic activities (including advising sessions or office hours) is prohibited. Unauthorized recording is unethical and may also be a violation of University policy and state law. Students requesting the use of assistive technology as an accommodation should contact AccessibleNU. Unauthorized use of classroom recordings — including distributing or posting them — is also prohibited.  Under the University’s Copyright Policy, faculty own the copyright to instructional materials — including those resources created specifically for the purposes of instruction, such as syllabi, lectures and lecture notes, and presentations.  Students cannot copy, reproduce, display or distribute these materials. Students who engage in unauthorized recording, unauthorized use of a recording or unauthorized distribution of instructional materials will be referred to the appropriate University office for follow-up

Other Important Information

Rules on the problem sets, discussion on the software we will use, and some information about computer research support are available in the PDF version of the syllabus. You should take a look at that. Two important links with resources are the following:

QUEST

Kellogg computer research

 

Course Summary:

Date Details Due