Course Description
Advanced econometric techniques, including full-information estimation of simultaneous equation models, non-linear regression, generalized methods of moments estimation and specification testing, and estimation and inference using panel data.
Athena Title
ECONOMETRICS I
Prerequisite
ECON 8080
Semester Course Offered
Offered every year.
Grading System
A - F (Traditional)
Course Objectives
The course will focus on analysis of cross-section and panel data. Particular attention is given to generalized method of moments, which serves as the framework for addressing most of the estimation and inference problems considered in the course.
Topical Outline
Simultaneous Equations Models Nonlinear Regression Generalized Method of Moments Panel Data
Syllabus