| Term | Evaluations | Course rating | Instructor rating |
|---|---|---|---|
| Spring 2025 | 1 | 4.5 | 4.9 |
| Spring 2024 | 2 | 4.2 | 4.4 |
| Spring 2023 | 1 | 4.8 | 4.9 |
| Spring 2022 | 1 | 4.5 | 4.9 |
| Spring 2021 | 1 | 4.5 | 4.9 |
| Spring 2020 | 1 | 4.5 | 4.7 |
Professor of the Practice, Economics Department
6 evaluations for this course
Enrollment limited; significant writing/research component.. This course extends ECON2228 to present panel data models, selected topics in time series analysis, and limited dependent variable models. Methods used in financial econometrics, such as rolling CAPM estimation, volatility estimation, and event studies will be stressed. Examples and datasets are drawn from financial and also labor economics.
Estimated from the original workload response buckets. Individual sections may differ.
Written reviews 1
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1 of 1 reviews
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Tough class sometimes, but Prof. Sanzenbacher is funny in class, always answers your questions, is accommodating and is overall a really nice guy. Exams are tough but he gives you a lot of help to get you prepared for them and is always open to meeting if you need help. Great professor.