Md Moshi Ul Alam

Assistant Professor of Economics

Clark University

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Introduction to Econometrics

Course Information

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Also see Resources for Students

Lecture Slides

All R-scripts, R-markdown files, and data files for the lectures will be uploaded on Canvas. Some simulations and estimations are within the lecture slides.

1. Introduction to R
2. Statistical Review & Population Concepts
3. Simple Linear Regressions
4. Multiple Linear Regressions
5. More on MLR
6. Inference in Regression Models
7. Heteroskedasticity & Serial Correlation [Discussion section]
8. Potential Outcomes
9. Randomized Controlled Trials
10. Instrumental Variables, 2SLS & HTE
11. Panel Data and FE, TWFE
12. Difference-in-Differences
13. Regression Discontinuity Designs
14. Course Summary

Problem Sets