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ECON-4280: Econometric Methods for Big Data
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<meta property="og:description" content="Examine advanced econometric and statistical methods for the analysis of high-dimensional data, otherwise known as &quot;Big Data.&quot; In this setting, detailed information for each unit of observation informs machine learning techniques such as classification and regression trees; random forests; penalized regressions; and boosted estimation. These prediction methods are then utilized to improve causal modeling, with applications in the study of healthcare demand and supply modeling, and behavior of consumers and businesses.">
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<h1 id="name">
Econometric Methods for Big Data
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<h2 id="code">
ECON-4280
</h2>
<p>
Examine advanced econometric and statistical methods for the analysis of high-dimensional data, otherwise known as "Big Data." In this setting, detailed information for each unit of observation informs machine learning techniques such as classification and regression trees; random forests; penalized regressions; and boosted estimation. These prediction methods are then utilized to improve causal modeling, with applications in the study of healthcare demand and supply modeling, and behavior of consumers and businesses.
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4 credits
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one of:
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<a class="course-pill" href="ECON-1200">ECON-1200 Introductory Economics</a>
<a class="course-pill" href="INQR-1200">INQR-1200 Principles Of Economics</a>
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<div class="pr-and">and</div>
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one of:
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<a class="course-pill" href="MATH-1010">MATH-1010 Calculus I</a>
<a class="course-pill" href="MATH-1500">MATH-1500 Calculus for Architecture, Management, and HASS</a>
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<div class="pr-and">and</div>
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one of:
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<a class="course-pill" href="ENGR-2600">ENGR-2600 Modeling and Analysis of Uncertainty</a>
<a class="course-pill" href="MGMT-2100">MGMT-2100 Statistical Methods</a>
<a class="course-pill" href="MATP-4600">MATP-4600 Probability Theory and Applications</a>
<a class="course-pill" href="PSYC-2310">PSYC-2310 Research Methods and Statistics I</a>
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<table id="years-table">
<thead>
<tr>
<th></th>
<th class="spring season-label">Spring</th>
<th class="summer season-label" colspan="2">Summer</th>
<th class="fall season-label">Fall</th>
</tr>
<tr>
<th colspan="2"></th>
<th class="summer2 midsum-label">(Session 1)</th>
<th class="summer3 midsum-label">(Session 2)</th>
<th></th>
</tr>
</thead>
<tbody>
<tr>
<th class="year">2023</th>
<td class="term spring offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202301&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Huaming Peng</li>
</ul>
<span class="course-capacity">
Seats Taken: 6/19
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202309&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Huaming Peng</li>
</ul>
<span class="course-capacity">
Seats Taken: 7/19
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2022</th>
<td class="term spring offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202201&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Jason Ung Huh</li>
</ul>
<span class="course-capacity">
Seats Taken: 9/19
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202209&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Huaming Peng</li>
</ul>
<span class="course-capacity">
Seats Taken: 12/19
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2021</th>
<td class="term spring offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202101&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Jason Ung Huh</li>
</ul>
<span class="course-capacity">
Seats Taken: 11/19
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202109&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Huaming Peng</li>
</ul>
<span class="course-capacity">
Seats Taken: 11/19
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2020</th>
<td class="term spring not-offered">
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202009&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Huaming Peng</li>
</ul>
<span class="course-capacity">
Seats Taken: 10/19
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2019</th>
<td class="term spring not-offered">
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201909&subj_in=ECON&crse_in=4280&schd_in=">Econometric Methods-big Data (4c)</a>
</span>
<ul class="prof-list">
<li>Huaming Peng</li>
</ul>
<span class="course-capacity">
Seats Taken: 6/19
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2018</th>
<td class="term spring not-offered">
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<th class="year">2015</th>
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<th class="year">2014</th>
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<th class="year">2013</th>
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<th class="year">2012</th>
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<th class="year">2011</th>
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<th class="year">2004</th>
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<th class="year">2003</th>
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<th class="year">2002</th>
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<th class="year">2001</th>
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<th class="year">2000</th>
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<th class="year">1999</th>
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<th class="year">1998</th>
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