Course Overview

Advanced treatment of quantile regressions. Covers topics: 1. Quantile regression applications 2. Quantile regression theory (a helicopter tour and then details) 3. Endogeneity, IV estimation, and unconditional quantile regressions 4. Panel quantile regressions

Learning Achievement

Studies advanced econometric methodologies used in a wide variety of applications in economics. Mastery of techniques taught in a class demonstrated through the completion of an econometrics paper.

Competence

Course prerequisites

The course grade will be based on problem sets (20%), a book chapter (Koenker 2005) presentation (35%), and a term paper presentation (45%, peer grading). Prereq: Econometric Theory I and Introduction to Quantitative Methods.

Grading Philosophy

Course schedule

Course type

Online Course Requirement

Instructor

Jau-Er Chen

Other information

(College of Social Sciences) Graduate Institute of Economics
*Registration eligibility: graduate students.

Site for Inquiry