Course Syllabus

ECON 310/STAT 376: Econometrics -- Fall 2022

Professor: Mahmoud El-Gamal

TA: Kristof Kutasi 

Class: TR, 2:30-3:45 p.m., KRF105

Lab: T, 7:00--8:15 p.m., KRF105

Office hours: T 1:00--2:00 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.

Textbook (for mathematical derivations and proofs + some empirical 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.)


  • Assignments (most likely four): 30%
  • Two Midterm Exams: 40%
  • Final Exam: 30%


Course Summary:

Date Details Due