Foundations of Econometrics II

Teacher: Claudia Pigini

Content: “Foundation of Econometrics I & II” provides an essential framework for understanding and applying econometric methods. Covering data exploration, regression analysis, prediction modeling, and causal inference, students gain practical skills using RStudio. Suggested readings complement theoretical concepts. Ideal for those seeking proficiency in data-driven decision-
making in business, economics, and policy.

Topics:

  • Prediction: Model building for prediction, classification
  • Causal inference: Causal analysis with regression, difference-in-differences

A computer with the software RStudio is required for classes.

Suggested reading:

  • Gábor Békés and Gábor Kézdi. Data analysis for Business, Economics, and Policy, Cambridge University Press. Selected chapters.