Syllabus

Title
5914 Applied Econometrics
Instructors
Jan Gromadzki, Ph.D.
Contact details
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/17/26 to 02/25/26
Registration via LPIS
Notes to the course
Dates
Day Date Time Room
Tuesday 03/03/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 03/10/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 03/17/26 12:00 PM - 02:00 PM D2.0.030
Tuesday 04/07/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 04/14/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 04/21/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 04/28/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 05/05/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 05/12/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 05/19/26 12:00 PM - 02:00 PM D4.0.039
Tuesday 05/26/26 12:00 PM - 02:00 PM TC.5.27
Tuesday 06/09/26 12:00 PM - 02:00 PM D4.0.039
Contents

Causal inference methods have not only come to dominate economic research but are also increasingly used by government agencies and private-sector consulting. This course introduces empirical applications of microeconometric methods, with a focus on modern causal research designs. It is built around a hands-on lab format—students read selected textbook chapters at home and then use Python in class to bring the methods to life. Rather than diving into technical detail, the course builds intuitive understanding of the causal-inference mindset and focuses on making sense of real-world data and interpreting results correctly. The following topics are covered:

 

  • Data Operations and Visualizations.
  • Anatomy of OLS.
  • Hypothesis Testing.
  • Fixed Effects.
  • Randomized Control Trials.
  • Instrumental Variables.
  • Difference-in-Differences.
  • Robustness Tests.

 

Mandatory textbooks (available online in open access): 

Huntington-Klein, Nick. The Effect: An Introduction to Research Design and Causality. (chapters 1-5, 10, 13, 16, 18, 19)

Gertler, P. J., Martinez, S., Premand, P., Rawlings, L. B., & Vermeersch, C. M. (2016). Impact Evaluation in Practice. (chapter 4)

Learning outcomes

By the end of the course, students will be able to:

  • Develop a solid understanding of modern causal research designs.

  • Critically evaluate the findings of empirical studies.

  • Analyze data in a structured and rigorous way.

  • Apply econometric methods using Python through hands-on coding experience.

  • Strengthen their teamwork and collaborative problem-solving skills.

Attendance requirements

This is a course with immanent examination character (PI), attendance is mandatory. Students may have a maximum of 2 absences.

Teaching/learning method(s)
Teaching methods include Python lab sessions, group exercises, and guided discussions of empirical papers.
Assessment

The assessment is based on:

  • Quizzes: 35%
  • Coding assignment (in groups): 30%
  • Exam: 35%
  • Supplementary points for in-class participation: 10%

Grading scale:
100%- 90% = Excellent
 89% - 80% = Good
 79% - 65% = Satisfactory
 64% - 51% = Sufficient
   50% - 0% = Inadequate

Readings

Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at readinglists@wu.ac.at.

Recommended previous knowledge and skills

Basic background in econometrics and statistics is recommended. 

Last edited: 2026-02-12



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