The focus of the course will be on how to undertake creating an empirical paper of academic journal quality using applied econometric techniques. The course focuses primarily on panel and cross-sectional data methods with a strong emphasis on a hands-on approach to learning statistics and programming technique and does not cover time series. The focus will be on labour and health related datasets, although other datasets are available outside of the RDC. In addition, STATA techniques will be taught during course lecture to students.
Issues covered will touch on fields of labour, education, health, gender, earnings and immigration. Both cross-sectional methods and longitudinal methods will be taught, however, a larger weight will be placed on longitudinal methods. Methodology examined will include: fixed effects and random effects methods for panel data, instrumental variables, the Hausman-Taylor instrumental estimator for panel data, multinomial dependent variables, difference-in-difference, regression discontinuities, conditional and unconditional quantile regressions, poisson and negative binomial regressions, and bootstrap and weighting methods for survey data. As well, non-parametric methods will be taught.