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Jul 09, 2025
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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.
Prerequisite or Corequisite: Graduate student status or permission of instructor
When Offered: FALL TERM ANNUALLY
Co-Listed: ECON 4580
Graded: GRADED
Credit Hours: 3
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