ECON8823 · Economics
Morrissey College of Arts & Sciences
This course presents a number of econometric estimation techniques relevant for applied research in economics and finance and addresses the computational issues related to their implementation. Topics will be drawn from instrumental variables (IV-GMM) estimation and diagnostics; panel data estimators, including dynamic panel data techniques; reduced-form and structural vector autoregressions; ARFIMA (long memory) models; general linear models; limited dependent variable techniques; structural equation modeling; propensity score matching; state-space and dynamic factor models; simulation and bootstrapping.
Course experience
Averages use the original five-point historical evaluation scale.
Organization
5.0 / 5
How well the course was organized
Challenge
4.8 / 5
How intellectually challenging students found it
Attendance
4.8 / 5
How necessary attendance was
Assignments
5.0 / 5
How helpful assignments were
Weekly effort
~5
hours per week
Estimated from the original workload response buckets. Individual sections may differ.
Instructor options
Ratings below reflect only recovered evaluations connected to this course.
Across time
Section-level results available in the recovered archive.
Spring 2025
1 sectionSpring 2023
1 section