Course Description
Linear regression models, with special attention to estimator properties and hypothesis testing under various statistical assumptions. Least-squares, maximum likelihood, and method-of-moments estimation procedures and seemingly unrelated regressions and simultaneous equation models.
Athena Title
INTRO ECONOMETRICS
Prerequisite
ECON 8070
Semester Course Offered
Offered every year.
Grading System
A - F (Traditional)
Course Objectives
The class will develop an understanding of the specification and estimation of linear regression models, with special attention to estimator properties and hypothesis testing under different statistical assumptions. Ordinary least-squares, maximum-likelihood and method-of-moments estimators are covered. The class is also introduced to other regressions and simultaneous equation models.
Topical Outline
Statistics Review Cross-Section Regression Time-Series Regression Seemingly Unrelated Regressions Introduction to Simultaneous Equations
Syllabus