Adv Econometrics

3 Credits · Level: Graduate, Undergraduate

This course builds on the material covered in ECON 553 (Econometrics) and ECON 554 (Data Analysis), and partly complements the material covered in ECON 586 (Microeconometrics). The course is divided in two parts. The first part focuses on linear methods, in particular linear instrumental variables methods and their use for estimating causal effects, static and dynamic linear panel data models, and nonparametric density and regression estimation. The second part focuses on nonlinear methods, in particular methods for discrete outcomes and for estimating quantile and distribution regressions. Hands-on exercises and a group research project using represent an integral part of the course. For second-year M.S. in Economics students.