Hankui Wang

Advanced Econometrics

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Advanced Econometrics

At the Central Bank of Halcyon, the models of the Research Department meet the data. Each chapter, you are asked to estimate, test or question one of them before the numbers go to the Governor.

Cast

  • YouA new researcher in the Research Department of the Central Bank of Halcyon.
  • The GovernorWants a number, and how sure you are of it.
  • Ilse VargaHead of research; checks your code.

Chapters

  1. Chapter 1The Governor asks how long the AI boost will last,and a newcomer learns to ask the data how sure it isMaximum Likelihood Estimation
  2. Chapter 2Ilse trusts only a few averages,and two equations must agree on one numberGMM & Method of MomentsBy invitation
  3. Chapter 3Time Series Analysis (ARIMA, VAR, Cointegration)In preparation
  4. Chapter 4Causal Inference (RDD, DiD, Synthetic Control)In preparation
  5. Chapter 5Machine Learning for EconometricsIn preparation