Nov 22, 2024  
Rensselaer Catalog 2024-2025 
    
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Rensselaer Catalog 2024-2025
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ECON 4580 - 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.

 

Prerequisites/Corequisites: Prerequisites: ECON 4570  and MATH 2010 ; or permission of instructor

When Offered: Fall term annually

Co-Listed: ECON 6030  

Credit Hours: 4


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