Listed in: Economics, as ECON-462
Moodle site: Course (Guest Accessible)
Jun Ishii (Section 01)
An introduction to advanced econometric tools used to conduct empirical analysis of microeconomic data. Topics include extensions of linear regression to panel data, discrete choice models, unobserved heterogeneity, and sample selection. Depending on student interest, the course may also cover even more advanced topics including structural econometrics, simulation-based methods, and Bayesian analysis. Emphasis of the course is on the application of the tools to actual empirical research. Examples will be drawn from a variety of microeconomic fields including labor, public finance, and industrial organization. The interplay between econometrics and modern microeconomics will be a key theme.
Requisite: ECON 300 or 301 and 360 or 361. Limited to 15 students. Fall semester. Professor Ishii.