ECON 570: Economic Applications of Statistical Analysis

Prerequisite: ECON 400

Software: STATA

Textbook: "Introduction to Econometrics" (3rd edition) by Christopher Dougherty

Description: ECON 570 is designed to teach you how to conduct meaningful inference based on data. While the primary focus of the course is empirical, it is important for you to be familiar with the theory behind the empirical techniques. Hence the lectures will cover materials that are both applied and theoretical in nature. Application of the different techniques learned in this course is not restricted to the field of Economics.

 

ECON 870: Advanced Econometrics

Prerequisite: ECON 770 and ECON 771

Textbook: "Microeconometrics" by Colin Cameron and Pravin Trivedi

Description: ECON 870 is designed to give the students a firm understanding of the theoretical aspects behind the commonly used statistical techniques in Economics. The course is broadly divided into two parts. The first part focuses on the classical large sample methods of estimation and inference, namely, (Quasi) Maximum Likelihood, Least Squares and Generalized Method of Moments. In the second part we will focus estimation and inference based on fully Non-parametric and Simulation based methods. Finally we will discuss asymptotic refinements to all the methods using Bootstrap.

 

 

ECON 873: Micro-Econometrics

Prerequisite: ECON 770, ECON 771 and ECON 870

Textbook: "Microeconometrics" by Colin Cameron and Pravin Trivedi

Description: ECON 873 is course on methods that are commonly used in various fields of Economics such as Labor, Development, Growth, Health, Industrial Organization, etc. The methods to be discussed in this class can in general be applied to cases where you have observations for a single period or multiple periods on a large number of units (individuals, firms, countries, etc.). We will focus mainly on the methods, i.e., what is the method, why it works, how it works. The discussions will be superficial (i.e., no proofs) in some sense because the primary purpose of this course is to get you familiar with a variety of methods.  We will use some relatively well known datasets for applications of these methods.

 

 

ECON 970: Dissertation Workshop in Econometrics and Financial Econometrics

Prerequisite: Passed the qualifiers and done with field requirements.

Description: This is a seminar course for students who are interested in doing research in Econometrics and Financial Econometrics. Students are required to present their research regularly at this workshop. They are also expected to attend seminars and discuss the papers presented in the UNC Econometrics Seminar and the Triangle Econometrics Workshop.

 

ECON 990: Research in Econometrics

Prerequisite: Passed the qualifiers and done with field requirements.

Description: This is a seminar course for students who are interested in doing research in Econometrics. Students are expected to attend seminars and discuss (written critique) the papers presented in the UNC Econometrics Seminar and the Triangle Econometrics Workshop. Here is a link to the Econometrics seminars. This is also a perfect forum for the UNC students to present their papers before they go on the job market.