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ECON-6030: Data Analysis in Economics and Finance
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< meta property = "og:description" content = "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." >
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Data Analysis in Economics and Finance
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ECON-6030
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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.
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3 credits
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Prereqs:
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< a class = "course-pill" href = "MATH-2010.html" > MATH-2010 Multivariable Calculus and Matrix Algebra< / a >
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< th class = "spring season-label" > Spring< / th >
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< th class = "fall season-label" > Fall< / th >
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Data Anaysis In Econ & Finance (3c)
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< li > Rui Fan< / li >
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Seats Taken: 0/19
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Data Anaysis In Econ & Finance (3c)
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Seats Taken: 5/19
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Applied Econometrics (3c)
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Seats Taken: 0/19
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Data Anaysis In Econ & Finance (3c)
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Seats Taken: 4/19
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Applied Econometrics (3c)
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Seats Taken: 8/19
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Applied Econometrics (3c)
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Seats Taken: 2/19
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