Call Number | 13799 |
---|---|
Day & Time Location |
F 9:10am-11:00am 428 Pupin Laboratories |
Points | 3 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Gregory M Eirich |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | This course will introduce students to the main concepts and methods behind regression analysis of temporal processes and highlight the benefits and limitations of using temporally ordered data. Students study the complementary areas of time series data and longitudinal (or panel) data. There are no formal prerequisites for the course, but a solid understanding of the mechanics and interpretation of OLS regression will be assumed (we will briefly review it at the beginning of the course). Topics to be covered include regression with panel data, probit and logit regression of pooled cross-sectional data, difference-in-difference models, time series regression, dynamic causal effects, vector autoregressions, cointegration, and GARCH models. Statistical computing will be carried out in R. |
Web Site | Vergil |
Department | Quantitative Methods/Social Sciences |
Enrollment | 69 students (100 max) as of 5:08PM Saturday, September 7, 2024 |
Subject | Quantitative Methods: Social Sciences |
Number | GR5016 |
Section | 001 |
Division | Graduate School of Arts and Sciences |
Note | PRIORITY QMSS |
Section key | 20233QMSS5016G001 |