ECON6140 (Advanced Applied Econometrics) course reviews and ratings at Northeastern (NEU). Average rating 5.0/5. Compare professors with RateMyProfessor reviews.
Offers students an opportunity to obtain the theoretical tools, computer skills, and experience using econometrics needed to appreciate and do high-quality applied research in economics. Emphasizes understanding how the properties of estimators can be found and their implications for applied research. Introduces the programming language Python, which is integrated into the course. Focuses on methods that are most useful in microeconomic analysis, including classical linear regressions, Gauss-Markov theorem and hypothesis testing, endogeneity, instrumental variable estimation and causality analysis, heteroskedasticity and serial correlations, nonlinearity, panel data methods, difference-in-difference, and regression discontinuity. This is the first advanced graduate-level course on econometrics.
Data updated October 2026.