Econometrics II

Causal inference, panel data and time series methods for economic research.

ECON-410 Year 4 3 credits 12 lessons planned ▶ Video lessons coming soon

Offered by HSM University · Economics

Course content

  1. 1The potential outcomes frameworkComing
  2. 2Randomized experimentsComing
  3. 3Difference-in-differencesComing
  4. 4Regression discontinuityComing
  5. 5Instrumental variables revisitedComing
  6. 6Fixed and random effectsComing
  7. 7Limited dependent variablesComing
  8. 8Stationarity and autocorrelationComing
  9. 9ARIMA modelsComing
  10. 10Vector autoregressionsComing
  11. 11ForecastingComing
  12. 12A replication projectComing

Requirements

Recommended background. You can start any course at any time.

Description

Causal inference, panel data and time series methods for economic research.

Part of the Arts & Social Sciences stream, typically taken in year 4.