Course Syllabus

ECON 310/STAT 376: Econometrics -- Fall 2020

Professor: Mahmoud El-Gamal

TA: Suguru Otani

Class: TR, 3:10--4:30 p.m., KRF125

Lab: T, 7:00--8:04 p.m., KRF125

Office hours: TR 2:00--3:00 p.m. KRF429 or by appointment

Course Description: 

We study various regression methods for estimation and inference with special emphasis on (1) understanding and proving mathematically when various methods work as desired and why, (2) learning how to conduct simple Monte Carlo simulations to complement mathematical results, and (3) replicating famous econometric studies using authors’ original data and regression methods. Lecture notes are provided using R Markdown, and all student assignments and exams are likewise conducted in R Markdown — typesetting mathematical solutions to exercises in LaTeX, and writing/modifying R code for simulation and estimation exercises.

Mode of delivery: To the extent possible, classes and labs will be held in face-to-face mode. Students who will be out of Houston or U.S.A. may join classes and labs live on Zoom or catch up with Zoom recordings. Office hours will also be held in person and via Zoom. Students who cannot come to regular office hours can email instructor to set up a mutually convenient meeting time.

Textbook (for mathematical derivations and proofs + empirical examples and homework exercises):

Useful R resources (for simulations and empirical exercises):

Tentative Syllabus: (chapter references to Hansen textbook, we may not cover all chapters fully, and we will be supplementing the material in the book for some weeks)

(Posted draft codes and lecture notes will be revised and/or rearranged week to week)

Grading:

  • Assignments (most likely five): 40%
  • Midterm Exam: 30%
  • Final Exam: 30%

 

Course Summary:

Date Details Due