ECON 440 Advanced Econometrics

Spring
4

This course builds on the fundamental estimation techniques learned in Economics 420 and introduces advanced econometric models, particularly for the analysis of panel data. Topics include fixed effects and random effects, as well as first differencing and difference-indifference models. The use of instrumental variables and two stage least squares estimation will also be examined as a method of addressing potential endogeneity problems. (Course offered in alternate years.)

Prerequisites