ECON631-22S2 (C) Semester Two 2022

Advanced Econometrics

15 points

Details:
Start Date: Monday, 18 July 2022
End Date: Sunday, 13 November 2022
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 31 July 2022
  • Without academic penalty (including no fee refund): Sunday, 2 October 2022

Description

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.

Prerequisites

Subject to approval of the Head of Department.

Restrictions

ECON601

Timetable 2022

Students must attend one activity from each section.

Computer Lab A
Activity Day Time Location Weeks
01 Wednesday 14:00 - 15:00 Rehua 008 Computer Lab
18 Jul - 28 Aug
12 Sep - 23 Oct
Computer Lab B
Activity Day Time Location Weeks
01 Friday 09:00 - 10:00 Rehua 008 Computer Lab
18 Jul - 28 Aug
12 Sep - 23 Oct

Course Coordinator

Tom Coupe

Assessment

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

Indicative Fees

Domestic fee $1,009.00

* 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

  • ECON631-22S2 (C) Semester Two 2022