Advanced Econometrics 2
Advanced Econometrics 2 is aimed at teaching a range of cross-sectional, panel, and time series econometric techniques useful in applied research. More specifically, most of the course will focus on recent developments in program evaluation, but the first couple of lectures will cover some advanced time series techniques that did not fit into Intermediate Econometrics.
By successfully completing Advanced Econometrics 2 students will be able to:
- Estimate and interpret the spectral density of a time series.
- Understand the framework of counterfactual analysis.
- Understand the framework of imperfect compliance and instrumental variables with individually heterogeneous treatment effects.
- Evaluate the internal validity of program evaluation analysis.
- Carry out regression discontinuity and matching analysis.
- Evaluate the internal validity of difference-in-differences analysis.
Three homeworks (20% each) and a final (40%)
Advanced Econometrics 1