Applied Econometrics

This field extends the study of econometrics beyond the core of Econometrics I and II, with in-depth study of microeconometrics, macroeconometrics, panel econometrics, and spatial econometrics.

Among the topics to be studied are: 

• Methods for causal inference
• Randomized experiments
• Difference-in-differences
• Synthetic control methods
• Regression discontinuity
• Robust inference (resampling, clustering, randomization inference)
• Instrumental variables methods in cross-section, time series, panel, and spatial contexts
• Machine learning methods for classification and prediction
• Time series analysis
• Nonstationarity in time series and panel data
• ARCH/GARCH and multivariate GARCH
• Markov switching
• VAR, SVAR, FAVAR, and cointegration
• Dynamic factor models
• Analysis of longitudinal (or panel) data
• Dynamic panel data models
• Discrete choice models in panel contexts
• Spatial correlation
• Spatial endogeneity and peer effects
• SARAR
• Network analysis: modeling geographic, economic and sociological linkages
• Spatial panel models
• Finite mixture models