# ECON-4580: Data Analysis in Economics and Finance

# Data Analysis in Economics and Finance

## ECON-4580

For students who are interested in empirical research in economic- and finance-oriented institutions, this course provides a wide range of econometric tools for the specification, estimation, prediction, and evaluation of economic and financial models. Methods to identify causal effects are emphasized. Mathematical methods of econometrics are developed for tools such as instrumental variables, regression discontinuity, and difference-in-differences. Advanced topics including time series, panel data, and quantile regression will also be addressed. In particular, we examine how the quantile regression can potentially improve the predictability of the stock market and relate it to the current development in this area.

4 credits
Cross-listed with:
ECON-6030 Data Analysis in Economics and Finance
Prereqs:
ECON-4570 Econometrics
and
MATH-2010 Multivariable Calculus and Matrix Algebra

# Past Term Data
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Offered as Cross-Listing Only
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| Spring | Summer | Fall
--- | --- | --- | ---
| (Session 1) | (Session 2) |

2023

Data Anaysis In Econ & Finance (4c)

- Rui Fan

Seats Taken: 15/19

2022

Data Anaysis In Econ & Finance (4c)

- Rui Fan

Seats Taken: 8/19

2021

Applied Econometrics (4c)

- Rui Fan

Seats Taken: 6/10

Data Anaysis In Econ & Finance (4c)

- Rui Fan

Seats Taken: 4/19

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