Summer School in Advanced Econometrics

This course will present an advanced treatment of econometric principles for cross-sectional, panel (or longitudinal), and time-series data sets. While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalised methods of moments. The course will focus modern econometric techniques, addressing both technical derivations and practical applications. Applications in the areas of microeconomics (labour and development), macroeconomics and finance will be considered.