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ECON 8823 Applied Econometrics (Spring: 3 )

Course Description

This course presents a number of econometric estimation techniques relevant for applied research in economics and finance and addresses the computational issues related to their implementation. Topics will be drawn from instrumental variables (IV-GMM) estimation and diagnostics; panel data estimators, including dynamic panel data techniques; reduced-form and structural vector autoregressions; ARFIMA (long memory) models; general linear models; limited dependent variable techniques; structural equation modeling; propensity score matching; state-space and dynamic factor models; simulation and bootstrapping.

Instructor(s): Christopher Baum

Prerequisites: ECON7772 AND ECON7770. Or equivalents.

Cross listed with:


Last Updated: 24-Sep-18