ECON-UA-20-001 Analytical Statistics (Spring 2015, Professor Vytlacil)
Topics covered include descriptive statistics, calculation of moments, probability theory, an introduction to distribution theory, and an introduction to inference. Lab sessions enable the student to run a wide variety of computer experiments and to simulate all distributions that are discussed, as well as to experiment with a variety of statistical procedures.
ECON-UA-31-0402 Advanced Econometrics (Spring 2015, Professor Menzel)
This course covers a range of techniques in econometrics that are widely used in applied microeconomics, macroeconomics, and other fields. The class aims at preparing students for carrying out empirical research in economics, and there will be an emphasis on the relationship between economic models and observable data. We cover nonlinear methods, and a selection of topics in panel and time-series data.
ECON-GA 2100: Econometrics I (Fall 2014; Professor Montiel Olea and Professor Vytlacil)
Concise introduction to probability theory and mathematical statistics as encountered and applied in econometrics. The first part of the course focuses on statistical decision theory, maximum likelihood theory, and a brief introduction to asymptotic statistics. The second half of the course focuses on the econometric analysis of linear models.
ECON-GA 2101: Econometrics II (Spring 2015; Professor Jenish and Cogley)
The first half of the course covers identification, estimation and inference in linear and nonlinear models; GMM, maximum likelihood, least square and semiparametric methods with applications to limited dependent variable models. The second half of the course provides an introduction to time series econometrics.
ECON GA-3001: Applied Microeconometrics (Spring 2015; Professor Lazarev)
Covers the theory and application of recently developed econometric techniques used in advanced applied work.
G31.3002-04 Advanced Topics in Econometrics (Fall 2014; Professor Menzel)
This course covers econometric methods for cross-sectional and panel data relevant for empirical research in economics. Topics include generalized method of moments, non- and semiparametric estimation, and estimation of partially identified models. The methods will be illustrated with economic applications. This class is intended for students who have already taken econometrics at the level of the first-year graduate sequence.