Course Syllabus
Economics 480-3: Introduction to Econometrics
Spring 2021
PDF version of the Syllabus Download PDF version of the Syllabus
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
AccessibleNU
Remote Format
- 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:
Course Summary:
Date | Details | Due |
---|---|---|
Thu Apr 1, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 1: Linear Regression I | 9am to 10:50am | |
Fri Apr 2, 2021 | Calendar Event Econ 480 - TA Session | 9am to 11am |
Calendar Event Regular Discussion | 9am to 11am | |
Mon Apr 5, 2021 | Calendar Event TA office hour - Amilcar | 11am to 1pm |
Tue Apr 6, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 2: Linear Regression II | 9am to 10:50am | |
Wed Apr 7, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu Apr 8, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 3: Basic Inference | 9am to 10:50am | |
Fri Apr 9, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon Apr 12, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue Apr 13, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 4: IV | 9am to 10:50am | |
Assignment Problem Set 1 | due by 12pm | |
Wed Apr 14, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu Apr 15, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 5: More on IV | 9am to 10:50am | |
Fri Apr 16, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon Apr 19, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue Apr 20, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 6: GMM and EL | 9am to 10:50am | |
Wed Apr 21, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu Apr 22, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 7: Panel Data | 9am to 10:50am | |
Assignment Problem Set 2 | due by 12pm | |
Fri Apr 23, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon Apr 26, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue Apr 27, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 8: Diff in Diff | 9am to 10:50am | |
Wed Apr 28, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu Apr 29, 2021 | Assignment Problem Set 3 - do not hand in | due by 8:59am |
Calendar Event Econ 480-3 Lectures | 9am to 11am | |
Calendar Event Lecture 9: Nonparametric Regression and Matching | 9am to 10:50am | |
Fri Apr 30, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Sun May 2, 2021 | Calendar Event Additional Office Hour | 5pm to 6pm |
Mon May 3, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue May 4, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event MIDTERM EXAM | 9am to 10:50am | |
Assignment Midterm Exam | due by 12pm | |
Quiz Midterm Exam: ANU version | due by 11:59pm | |
Quiz Midterm Exam: Standard Version | due by 11:59pm | |
Wed May 5, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu May 6, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 10: Regression Discontinuity Design (RDD) | 9am to 10:50am | |
Fri May 7, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon May 10, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue May 11, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 11: CART & Random Forests | 9am to 10:50am | |
Wed May 12, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu May 13, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 12: LASSO | 9am to 10:50am | |
Fri May 14, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon May 17, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue May 18, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 13: Binary Response | 9am to 10:50am | |
Assignment Problem Set 4 | due by 12:30pm | |
Wed May 19, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu May 20, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 14: HC Variance Estimation | 9am to 10:50am | |
Fri May 21, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon May 24, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue May 25, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 15: HAC Covariance Estimation | 9am to 10:50am | |
Wed May 26, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu May 27, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 16: Cluster Covariance Estimation | 9am to 10:50am | |
Assignment Problem Set 5 | due by 12pm | |
Fri May 28, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Sun May 30, 2021 | Calendar Event TA Office Hour | 5pm to 7pm |
Mon May 31, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Tue Jun 1, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 17: Bootstrap | 9am to 10:50am | |
Wed Jun 2, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Calendar Event TA office hour - Deborah | 3pm to 5pm | |
Thu Jun 3, 2021 | Calendar Event Econ 480-3 Lectures | 9am to 11am |
Calendar Event Lecture 18: Subsampling and Randomization Tests | 9am to 10:50am | |
Assignment Problem Set 6 - do not hand in | due by 12pm | |
Fri Jun 4, 2021 | Calendar Event Regular Discussion | 9am to 11am |
Mon Jun 7, 2021 | Calendar Event Ivan's Office Hours | 8am to 9am |
Calendar Event TA office hour - Amilcar | 11am to 1pm | |
Wed Jun 9, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |
Thu Jun 10, 2021 | Calendar Event FINAL EXAM | 12pm |
Assignment Final Exam | due by 12pm | |
Fri Jun 11, 2021 | Quiz Final Exam: ANU Version | due by 12:30pm |
Quiz Final Exam: Standard 2hr version | due by 12:30pm | |
Wed Jun 16, 2021 | Calendar Event On-demand Discussion | 1pm to 3pm |