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ECON-4580: Data Anaysis In Econ & Finance
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<meta property="og:title" content="ECON-4580: Data Anaysis In Econ & 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 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.">
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<h1 id="name">
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Data Anaysis In Econ & Finance
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</h1>
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<h2 id="code">
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ECON-4580
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</h2>
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<p>
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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 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.
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</p>
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<span id="credits-pill" class="attr-pill">
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4 credits
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Cross-listed with:
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</div>
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<div id=crosslist-classes" class="rel-info-courses">
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<a class="course-pill" href="ECON-6030">ECON-6030 Data Anaysis In Econ & Finance</a>
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</div>
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</div>
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<div id="prereq-container" class="rel-info-container">
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Prereqs:
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</div>
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<div id="prereq-classes" class="rel-info-courses">
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<a class="course-pill" href="ECON-4570">ECON-4570 Econometrics</a>
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<div class="pr-and">and</div>
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<a class="course-pill" href="MATH-2010">MATH-2010 Multivar Calc & Matrix Algebra</a>
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Offered
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Offered as Cross-Listing Only
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<tr>
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<th></th>
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<th class="spring season-label">Spring</th>
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<th class="summer season-label" colspan="2">Summer</th>
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<th class="fall season-label">Fall</th>
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</tr>
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<tr>
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<th colspan="2"></th>
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<th class="summer2 midsum-label">(Session 1)</th>
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<th class="summer3 midsum-label">(Session 2)</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th class="year">2024</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202409&subj_in=ECON&crse_in=4580&schd_in=">Data Anaysis In Econ & Finance (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rui Fan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 0/19
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2023</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202309&subj_in=ECON&crse_in=4580&schd_in=">Data Anaysis In Econ & Finance (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rui Fan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 11/19
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2022</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202209&subj_in=ECON&crse_in=4580&schd_in=">Data Anaysis In Econ & Finance (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rui Fan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 8/19
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2021</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202101&subj_in=ECON&crse_in=4580&schd_in=">Applied Econometrics (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rui Fan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 6/10
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202109&subj_in=ECON&crse_in=4580&schd_in=">Data Anaysis In Econ & Finance (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rui Fan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 4/19
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2020</th>
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<td class="term spring offered-diff-code">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered-diff-code">
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</td>
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</tr>
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<tr>
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<th class="year">2019</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2018</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2017</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2016</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2015</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2014</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2013</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2012</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2011</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2010</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2009</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2008</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2007</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2006</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2005</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2004</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2003</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2002</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2001</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2000</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">1999</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">1998</th>
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<td class="term spring unscheduled">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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</tbody>
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</table>
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</div>
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</div>
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</body>
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</html>
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