Supporting Courses in Applied Econometrics and Computational Economics

ECON 625: Computational Economics
One-semester graduate course designed to give students tools for numerical dynamic programming and computation of related general equilibrium and game-theoretic problems.

ECON 626: Empirical Microeconomics
Empirical techniques that are particularly valuable in the analysis of microeconomic data. Topics include panel data, nonlinear optimization, limited dependent variables, truncated, censored and selected samples, the analysis of natural experiments, and quantile regression.

ECON 630: Macroeconomic Computation
Covers essential computational methods frequently used in macroeconomics. Focuses on approximating the solution to dynamic stochastic general equilibrium models, both representative agent and heterogeneous agent. Also covers macroeconometric methods such as Generalized Method of Moments, Maximum Likelihood and Vector Autoregressions.

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