Advanced Applied Econometrics

1.5 Credits · Level: Graduate

PPOL 754: ADVANCED APPLIED ECONOMETRICS. This module has two purposes. The first is to delve deeper into some topics from introductory econometrics in order to gain a fuller understanding of how various estimators work and what they are actually estimating, including under cases of misspecification. The second is to learn about some models and estimators that are not typically studied in an introductory econometrics course, including quantile regression and the regression discontinuity design. Throughout the module we will use, “Mostly Harmless Econometrics: An Empiricists’s Companion” by Angrist and Pischke to illustrate concepts and produce empirical research on policy-relevant topics.