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ECON 8330  DATA ANALYSIS FROM SCRATCH (3 credits)

Econometrics is routinely taught as an application class using a 'black box' like Stata or SAS to perform calculations. This class takes a different approach. Using the Python programming language, we build all estimators from scratch. Additionally, we introduce numerous non-parametric and simulation techniques. This approach to econometrics results in a stronger understanding of statistical assumptions and methods, a better understanding of when a method is appropriate, and stronger programming techniques. Furthermore, a deeper understanding of the underlying mechanics provides the student the ability to program custom procedures not already built into popular software packages.

Prerequisite(s)/Corequisite(s): A multivariate or regression analysis course such as ECON 8300, ISQA 9130 or STAT 8436, and a programming class such as ECON 8320 or equivalent programming experience; or instructor approval. Not open to non-degree graduate students.