• Prerequisite:  ECON 400
• Software: STATA
• Textbook: Introductory Econometrics: A Modern Approach (4e) by Jeffrey M. Wooldridge
• 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.
• Syllabus: 570-001, 570-002

• Prerequisite:  ECON 870
• Software: STATA, MATLAB or GAUSS
• Textbook: Advisor: Microeconometrics: Method and Application by Colin Cameron and Pravin Trivedi (required), Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge (recommended)
• Description: Maximum likelihood methods for limited dependent variables. Longitudinal data models and methods. Hazard models. Multivariate models with limited dependent variables.
• Syllabus

• Prerequisite:  ECON 870
• Software: MATLAB or Gauss
• Textbook: Nonparametric Econometrics by Qi Li and Jeffrey S. Racine
• Description: Nonparametric and semiparametric econometrics for cross sectional/panel data and estimation of treatment effects. Covers nonparametric density estimation, nonparametric regression, semiparametric regression, conditional moment estimation, estimation of treatment effect, partial identification of treatment effect.
• Syllabus