QS

Econometrics and Data Science

This course is designed to build on the foundation laid in 104. Students will develop the skills necessary to analyze and interpret real world data using modern data science methods and ultimately provide them with the toolkit to be sophisticated consumers and producers of empirical research in econ as well as other fields in the social, health and life sciences.

Statistical Foundations of Econometrics and Data Science

Rigorous introduction to statistical concepts that underpin econometrics. Course emphasizes conceptual understanding, uses mathematics to illustrate ideas, and applies ideas to examples from economics broadly-construed. Students analyze data to reinforce understanding. Topics include experimental and non-experimental research designs; modern approaches to summarizing data; random variables, probability, expectations, density and distribution functions; sampling; estimation; inference and hypothesis testing; introduction to linear regression.

Corporate Finance Theory: Governance, Incentives and Valuation

Course uses tools of contract theory (information economics, mechanism design, and game theory) to analyze key features of corporate structure, performance, and valuation. Investigates critical interactions among stakeholders in a modern business enterprise (directors, executives, management, labor, financiers, shareholders, and regulators) in achieving goals and objectives of the corporation.

Computer Modeling

Introduction to the use of computer techniques in economic policy evaluation; policy applications to international economics, public finance and development economics; computer analysis of linearized and nonlinear models using Excel and GAMS. Students required to complete a major modeling project. Pre-requisites: ECON205D and 210D. One course / 3 units.

Industrial Organization

This class provides a graduate level introduction to Industrial Organization, covering theoretical and empirical work dealing with the structure, behavior, and performance of firms and markets. There will be more focus on empirical methods and applications. Topics include the organization of the firm, monopoly, price discrimination, oligopoly, auctions, vertical market structures, market entry. The course integrates theoretical models and empirical studies. It also presumes that students have a familiarity with intro micro theory, some basic game theory and some econometrics.

Applied Econometrics in Microeconomics

Empirical research in microeconomics, with emphasis on three main sub-fields: labor economics, public economics, and industrial organization. Focus on current empirical research in these areas and student independent analysis of current research using statistical software. Same as ECON411, but additional work required. Not open to students who have taken ECON411. Pre-requisite: ECON208D or 608D. One course / 3 units.

Introduction to Econometrics

Data collection, estimation, and hypothesis testing. Use of econometric models for analysis and policy. Same as ECON208D but requires additional term paper; not open to students who have taken Economics 208D. Economics MA's only. All other students require permission number. Pre-requisites: ECON21 and 22 or 201D; MATH212 (co-requisite); STA101, 111, 230, 130 or 250, or MATH230 or 342. One course / 3 units.

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