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ECON-GA 4071

Econometrics I

New York University 1.5 credit Economics

Course Description

This course introduces the core tools used for conducting empirical research in economics. The course will focus primarily on estimation and inference using linear regression and instrumental variables methods. Theory of estimation and inference will be developed rigorously. In addition, the course will cover important topics for empirical research, such as causal inference, random experiments, selection bias, and control variables. Practical issues will also be discussed, such as standard errors for dependent, heterogeneous, or clustered data, specification tests, and measurement error. Methods will be illustrated using numerous empirical applications across diverse fields of economics.

Code
ECON-GA 4071
Credits
1.5
Subject
Economics

Programs That Include This Course

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