ECON631-21S2 (C) Semester Two 2021

Advanced Econometrics

15 points

Start Date: Monday, 19 July 2021
End Date: Sunday, 14 November 2021
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 1 August 2021
  • Without academic penalty (including no fee refund): Friday, 1 October 2021


In econometrics, one often gives a causal interpretation to estimated coefficients. Unfortunately, in most cases such causal interpretation is not warranted. In this course, we will focus on the difference between causality and correlation and study analytical approaches that aim for causal estimates. Techniques covered include randomized controlled trials / experiments, matching estimators, regression discontinuity design, difference-in-difference estimators, instrumental variable estimators, event studies, and synthetic control estimators. The course will cover both theory and applications using R.


Subject to approval of the Head of Department.



Course Coordinator

Tom Coupe


Assessment Due Date Percentage  Description
Assignments 40% Assignments and quizzes
Final test 30%
Midterm test 30%

Indicative Fees

Domestic fee $992.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Department of Economics and Finance .

All ECON631 Occurrences

  • ECON631-21S2 (C) Semester Two 2021