Academics

Econometric analysis of cross section and panel data

Time::Mon.19:20-21:45pm, Sept.19-Dec.28,2022

Venue:Zoom Meeting ID: 271 534 5558; Passcode: YMSC

Speaker:Per Johansson

Description:

The course will teach basic concepts in econometrics with a focus on the design-based approach. Such designs are sometimes called quasi-experimental and sometimes natural experiments. The course deals with cross sectional and panel data. The design stems from the type of data that the researcher has available, but the estimators will basically always be some form of regression estimator. For this reason, the first part of the course will deal with “what do regression estimators identify?” and in discussing valid inferences to the population under different sampling designs.

DATESeptember 1, 2022
SHARE
Related News
    • 0

      Time Series Analysis Minicourse

      2025-02-28 ~ 2025-03-21Time Series Analysis MinicourseLecturer: Tao Jin (金涛, Visiting Scholar)Weekday: FriTime: 09:50-12:15Venue: A3-3-301Zoom: 435 529 7909Password: BIMSAIntroductionTime series analysis is one of the major fields of econometrics, which has been viewed as “empirical macroeconomics” by many economists. As time series data and modelling dynamics become increasingly important,...

    • 1

      Gabor analysis

      AbstractTime-frequency analysis deals with localized Fourier transforms. Gabor analysis is a branch of time-frequency analysis. It shares with the wavelet transform methods the ability to describe the smoothness of a given function in a location-dependent way.The main tool is the sliding window Fourier transform or short-time Fourier transform (STFT). It describes the correlation of a signal wi...