Statistics@MIT
Course Description: Introduction to econometric models and techniques, simultaneous equations, program evaluation, emphasizing regression. Advanced topics include instrumental variables, panel data methods, measurement error, and limited dependent variable models. Includes problem sets. May not count toward HASS requirement.
This class is at the Undergraduate level
An example of a syllabus: 1432_Fall2007.pdf
Instructor: Fall: S. Ellison Spring: W. Newey
Prerequisites: 14.30
Insider's Wisdom
This is a class mainly about regression analysis. The main difference from a regression class that might be taught in a Statistics department is that it uses examples drawn from economics and data from economics paper, and it focuses on some additional techniques specific to the types of data that economists typically work with (and also commonly used in political science, sociology, and, to a lesser extent, epidemiology). Students spend a lot of time analyzing data sets and developing good data management and analytical skills. This makes it a general data analysis course relevant to students beyond the economics department. Particularly if you see yourself in management consulting or finance in the future you'll find this class useful. The first three lectures are spent reviewing probability and statistics. Most of the students who take the class are Econ majors and they usually take it in their sophomore or junior year. The software used in class varies with the instructor - most often it is Stata, but sometimes SAS is used.