Empirical Methods for Applied Micro

BC Econ 8855 - Spring 2021

Instructors: Charlie Murry ( and Rich Sweeney (

Office Hours: TBD

Course Description This is a PhD level course in applied econometrics and computational economics, targeted at students conducting applied research (as opposed to econometricians).

Grading The only way to really internalize this stuff is to implement it yourself. Thus, a significant portion of the grade will be regular problem sets. The remainder of the grade will be a computational project.

Problem sets

  • (roughly) bi-weekly problem sets
  • 50% of grade
  • all problem sets must be submitted through canvas
  • you are allowed to work in groups, but each student must code up and submit their own problem set.

Final Project

  • 50% of grade
  • details here

Programming Languages

The course will be taught in 2 parts, starting with some applied econometric theory and assignments (taught by Rich Sweeney), and then moving to more computational topics in the second part of the course (taught by Charlie Murry).

In part (1), we will use R for the majority of examples. If you wish, you may choose to use another programming language for completing assignments, but some may be more difficult (particularly the ML parts).

For part (2), we will be using Matlab. Students may also consider using Julia.