Advanced Econometrics

This course builds advanced econometric skills for analyzing longitudinal and multilevel data in policy research. Students examine methods for identifying causal effects of interventions and controlling for unobserved confounding, focusing on techniques such as fixed and random effects, difference-in-differences, event study, and interrupted time series analysis.

The course also introduces hierarchical and multilevel modeling approaches applicable to policy contexts where decisions occur at institutional or regional levels. By the end, students demonstrate proficiency in applying quasi-experimental and panel data methods using statistical software to produce rigorous, policy-relevant empirical analysis.