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Syllabus

Syllabus of econometrics

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30 views3 pages

Syllabus

Syllabus of econometrics

Uploaded by

ali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Econometrics for BSc Students, 44720

Naser Amanzadeh

Graduate School of Management and Economics


Sharif University of Technology

Fall 2024

Email: amanzadeh AT sharif.edu


Classes: Sundays and Tuesdays 15:00 - 16:30
Office Hours: by appointment.
Teaching Assistants:
Hamidreza Jafarsalehi (hjafarsalehi AT gmail.com)
Hannah Hashemi (hannah.hshm AT gmail.com)
Roham Mougooei (rohammougoui AT gmail.com)
Kiarash Salehi (kiyarashsalehi79 AT gmail.com)
Faezeh Faeghi (mehrnazfaeghi99 AT gmail.com)
Hasti Shah Hosseini (hstishah AT gmail.com)
Mahdi Shafiee (mahdshafiee AT gmail.com)
Ali Najafi (anajafisu AT gmail.com)

1 Course Description
Econometrics for BSc students is an introductory course designed to familiarize undergrad-
uate students with regression methods for analyzing economic data. In this course, students
learn practical statistical analysis, distinguish between correlation and causality, estimate
econometric models, test hypotheses, and interpret regression results. The course aims
to provide students with a solid theoretical foundation in introductory-level econometrics,
equipping them with estimation tools and critical skills for evaluating empirical studies in
economics.

2 Prerequisites
Students need to be familiar with basic economic theory (Principals of Economics) and have
a basic knowledge of probability, statistics, and calculus.

3 Text Book
Required: Jeffrey M. Wooldridge, “Introductory Econometrics: A Modern Approach”, 5th
edition, South-Western College Pub.

Optional: Angrist, J. D., & Pischke, J. S. (2014). Mastering Metrics: The path from cause

1
to effect. Princeton University Press.

4 Important dates
Midterm: Thursday, 8st Azar, at 9 a.m
Final: 4th Bahman 3 p.m
Quiz 1: Tuesday, 8st Aban
Quiz 2: Tuesday, 4st Day
Project Proposal Approval: Tuesay 11st Day
Project Final Report: Friday 12st Bahman

5 Course Outline
1. Introduction
2. Review of Probability
3. Review of Statistics
4. Simple Linear Regression Model
5. Multiple Regression Model
6. Inference in Multiple Regression Model
7. Violations of Multiple Regression Assumptions
8. Dummy Variables
9. Introduction to Difference-in-Differences (DiD) Estimation
10. Introduction to Instrumental Variable (IV) Estimation
11. Introduction to Regression Discontinuity Design (RD)

6 Grading
Course grades will be based on:
1. Homework: 20%
2. Quiz: 10%
3. Midterm Exam: 30%
4. Final Exam: 30%
5. Class Participation: 10%
6. Project: 10% (bonus)

2
7 Homework Policy
• You will have almost one homework per week during the semester.
• Homeworks will be graded mainly by effort. We will assign one among high and low
effort to each of the problems in your homework and then use (weighted) average among
all questions as your homework grade.
• A high effort work will receive full credit while low effort work will receive half credit.
To achieve a high effort:
1. Try and show your effort for the questions.
2. Ensure your answer is relevant.
• Homeworks should be submitted before the deadlines, and NO LATE problem sets
will be accepted.
Group Work
• You may work in groups, but each member of a group should submit their own write-up.
• In the case of group collaboration, write down the names of your group members. The
group size should not exceed 3 persons.

8 Empirical Project Guidelines


1. Project Type:
• Conduct an empirical project using one of the following software tools: STATA,
R, or Python.
2. Subject Selection:
• Choose a relevant subject related to any area of economics that allows for empirical
analysis.
3. Proposal:
• Write a two-page proposal for your project.
• Outline the research question, data sources, methodology, and expected results.
• Obtain approval from the course instructor before .... to be eligible for full credit
(10%).
4. Approval Deadline:
• If your subject is not approved by the specified date, your maximum grade (bonus)
for the project will be 5%.
5. Final Report Submission:
• Submit your final project report as a PDF file before ...
• The final report should be written in FARSI.

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