Economics
ECON 6140: Advanced Applied Econometrics
Lecture - 4 credits
ND
EI
IC
FQ
SI
AD
DD
ER
WF
WD
WI
EX
CE
- 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.
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. Show more.
Pre-requisites