Advanced Econometrics

15 points

Not offered 2024, offered in 2019, 2020, 2021, 2022, 2023

For further information see Department of Economics and Finance


In econometrics, one often gives a causal interpretation to estimated coefficients. Unfortunately, in most cases such causal interpretation is not warranted. In this course, we will focus on the difference between causality and correlation and study analytical approaches that aim for causal estimates. Techniques covered include randomized controlled trials / experiments, matching estimators, regression discontinuity design, difference-in-difference estimators, instrumental variable estimators, event studies, and synthetic control estimators. The course will cover both theory and applications using R.


Subject to approval of the Head of Department.