This course is organized into four complementary modules. Module I: Cross-Sectional Econometrics covers OLS, heteroskedasticity, instrumental variables and 2SLS, Probit, Logit, and Tobit models. Module II: Panel Data Econometrics focuses on fixed effects, random effects, first differences, Hausman-Taylor estimation, dynamic panel models, GMM, and nonlinear panel models. Module III: Time Series Econometrics introduces ARMA and ARIMA models, unit-root testing, VAR and SVAR models, cointegration, VECM, ARDL, and GARCH models. Module IV: Causal Inference and Impact Evaluation develops students’ understanding of randomization, Difference-in-Differences (DiD), Propensity Score Matching (PSM), and Regression Discontinuity (RD) designs for identifying causal effects and evaluating policies and interventions.
I Cross-Sectional Econometrics:OLS, heteroskedasticity, IV/2SLS, Probit, Logit, Tobit
II Panel Data Econometrics:FE, RE,FD, Hausman-Taylor, Dynamic Panels, GMM, Nonlinear Panels
III Time Series Econometrics:ARMA, ARIMA, Unit Roots, VAR, SVAR, Cointegration, VECM, ARDL, GARCH
IV Causal Inference & Impact Evaluation Randomization: DiD, PSM, RD
PhD students Researchers and academics Policymakers Development practitioners Government officials Social protection professionals Economists and development economists NGOs and international development organizations
ARD Faculty
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