Mar 28, 2024  
Rensselaer Catalog 2022-2023 
    
Rensselaer Catalog 2022-2023 [Archived Catalog]

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ECON 6030 - Data Analysis in Economics and Finance


For students who are interested in empirical research in economic- and finance-oriented institutions, this course provides a wide range of econometric tools for the 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 the predictability of the stock market and relate it to the current development in this area.

 

 

When Offered: Fall term annually.



Cross Listed: ECON 4580  

Credit Hours: 3



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