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ADEC7470 Advanced Econometrics

July 15, 2024

This course builds on the topics covered in introductory econometrics by presenting more advanced regression techniques. After a brief review of multivariate OLS regression, students are exposed to instrumental variable regression, panel data and diff-in-diff models, discrete choice models, truncated and censored regression, regression discontinuity models, and non-parametric regression. Different estimation techniques, such as maximum likelihood and method of moments, are also covered. Empirical applications are used throughout the course and are an instrumental part of the material.