Advanced Econometrics

Catalog description

This course introduces students to advanced topics in econometrics that are actively studied and increasingly used in applied economics (Public Finance, Labor Economics, Development Economics), Corporate Finance, and Marketing. With more economic examples/studies along with rigorous statistical analysis, students will see how the tools of econometrics can be applied in practice. The advanced topics covered include: classical linear regression, limited dependent variable models, panel data, GMM and MLE, randomized controlled trials, differences in differences, regression discontinuity design, big data, etc. Prerequisite: ECON-SHU 301 Econometrics OR BUSF-SHU 101 Statistics for Business and Economics OR MATH-SHU 235 Probability and Statistics OR MATH-SHU 238 Honors Theory of Probability OR MATH-SHU 234 Mathematical Statistics Fulfillment: Economics Major Advanced Economics Electives.