Advanced Econometrics I

New School for Social Research: Economics

Liberal Arts

Graduate Course

Majors Only

Advanced Econometrics I

Fall 2019

Taught By: Feridoon Koohi-Kamali

Section: A

CRN: 4207

Credits: 3

The objective of the course is to enable students to conceptualize, perform, and critique statistical analyses from a Bayesian perspective on an advanced level. The course covers the statistical and computational foundations of Bayesian model estimation and evaluation. The first part of the course reviews the basics of probability theory, compares the Bayesian and frequentist approaches to statistical inference, discusses methods of model checking, evaluation and expansion, and introduces advanced posterior simulation methods. The second part enables students to estimate and evaluate linear and non-linear models of cross-sectional, time series and panel data. The aim of the course is to provide a thorough understanding of the theory underlying Bayesian inference, which is sought to be achieved by following a hands-on approach to modeling and computation. Students are required to work through numerous examples drawn from real applications and research using the free software packages R and Stan.

College: New School for Social Research (GF)

Department: Economics (GECO)

Campus: New York City (GV)

Course Format: Seminar (R)

Max Enrollment: 16

Enrollment Status: Open*

*Enrollment status information is updated every five minutes. The status of this course may have changed since the last update. Open seats may have restrictions that will prevent some students from registering. Updated: 4:02pm 9/15/2019

Meeting Info:

Days: Thursday

Times: 4:00pm - 5:50pm

Building: 68 5th Ave

Room: 104

Date Range: 8/29/2019 - 12/12/2019

Days: Monday

Times: 8:00pm - 9:50pm

Building: 6 East 16th Street

Room: 1008

Date Range: 9/9/2019 - 12/16/2019