Research Methods 2: Econometrics

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The first aim of this course is to provide students with the ability to read and understand empirical papers done by others. Second, it is to provide students with the skills necessary to conduct a quantitative policy research on their own. 

This course is devoted to advanced techniques for econometrics. First, students are introduced to estimation problems when the assumptions of the classical model (CLR) are violated and their corresponding remedies. Participants will also learn how to use instrumental variables to deal with endogeneity in an estimation model. Second, this course introduces estimation with time series or panel data which has become very frequently and intensively used in empirical research. Third, students are provided with other useful econometric techiniques such as difference in differences estimation and forecasting to study numerous policy questions.