Advanced Econometrics

Lore Vandewalle
Domenico Giannone

E747 | Spring | 6ECTS

  • Part 1: Program Evaluation Methods. The aim of the course module is to provide students with an introduction to a number of methods that are typically employed in the quantitative evaluation of the effects of public policies. Topics include matching, regression discontinuity design, survival analysis and randomized control trials.
  • Part 2: Applied Macroeconometrics. This course is a survey of modern time series econometrics. Topics include vector autoregressions, dynamic factor models, models for large cross-sections, macroeconomic forecasting and finance.