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AP/ECON 4210

Econometrics

3.0 credits

Fall 2026

Topics

  • Causal inference and selection bias
  • Regression estimation and inference
  • Difference-in-differences, instrumental variables and regression discontinuity
  • Predictive modeling and cross-validation
  • Penalized regression and tree models
  • Applied data analysis in R

Readings

  • Required: Joshua D. Angrist and Jörn-Steffen Pischke, Mastering ’Metrics: The Path from Cause to Effect (Princeton, 2015).
  • Optional: Scott Cunningham, Causal Inference: The Mixtape.
  • Optional: Hanck, Arnold, Gerber and Schwardt, Introduction to Econometrics with R.
  • Optional: James, Witten, Hastie and Tibshirani, An Introduction to Statistical Learning with Applications in R.
Sources