ECON631-23S2 (C) Semester Two 2023

Advanced Econometrics

15 points

Details:
Start Date: Monday, 17 July 2023
End Date: Sunday, 12 November 2023
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 30 July 2023
  • Without academic penalty (including no fee refund): Sunday, 1 October 2023

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 2023

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Tuesday 14:00 - 15:00 Rehua 008 Computer Lab
17 Jul - 27 Aug
18 Sep - 22 Oct
Lecture B
Activity Day Time Location Weeks
01 Friday 13:00 - 14:00 Rehua 008 Computer Lab
17 Jul - 27 Aug
11 Sep - 15 Oct
Lecture C
Activity Day Time Location Weeks
01 Tuesday 14:00 - 16:00 Jack Erskine 248 Computer Lab
11 Sep - 17 Sep
Lecture D
Activity Day Time Location Weeks
01 Friday 13:00 - 15:00 Ernest Rutherford 464 Computer Lab
16 Oct - 22 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 $1,037.00

* 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

  • ECON631-23S2 (C) Semester Two 2023