Programme PhD Term IV Academic Year 2021-22

Course title Econometrics-II Area Economics Credits 1.50

Prof. Abhiman Das

Course Description & Objectives
The course is designed to review various advanced analytical tools from econometrics/data analysis which are important and relevant for empirical research across disciplines. By focusing on more advanced topics and recent techniques, this course will complement the existing PhD Econometrics course. 

The course will introduce students the methodologies, clearly demonstrating the intuitions and applications to real life problems. It will enable students to become familiar with the related software applications of these techniques using SAS and STATA and prepare them to apply these and other related analytical tools to research problems. The purpose is more of using the technique correctly without going too much into the details of the theory.

Specifically, the course objectives are to:
  1. understand the advanced analytical tools which are developed in recent times and are commonly used in the applied research today
  2. learn how these new methods are getting used in today’s empirical research methods and published papers
  3. expose to a number of examples and new data  
  4. provide with software tool kits that will enable students apply these methods to real data.
There will be scope to discuss relevant research papers. Pre-requisite for this course is PhD Econometrics I. Knowledge of SAS and STATA is not binding. Indeed, the course will give some exposure to these softwares also.

Note that there is no standard text book for this course. Research papers and relevant sections of a few text books will be used. If necessary, some chapters from various books will be distributed.
This course is proposed to span over 30 sessions.
Target participants: All PhD students may opt this as an elective.