Data Anaysis In Econ & 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 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 predictability of the stock market and relate it to the current development in this area.

4 credits

Past Term Data

Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Spring Summer Fall
(Session 1) (Session 2)
2024
Data Anaysis In Econ & Finance (4c)
  • Rui Fan
Seats Taken: 13/19
2023
Data Anaysis In Econ & Finance (4c)
  • Rui Fan
Seats Taken: 11/19
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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