Class Id: 8500
Days: MW
Start Time: 09:00 AM
End Time: 10:30 AM
Building: FISHH
Room: B06
Course Id: 3749
Departments and Numbers: ECO 518
Area:
Title: Econometric Theory II
Description: This course begins with extensions of the linear model in several directions: (1) pre-determined but not exogenous regressors; (2) heteroskedasticity and serial correlation; (3) classical GLS; (4) instrumental variables and generalized method of movements estimators. Applications include simultaneous equation models, VARS and panel data. Estimation and inference in non-linear models are discussed. Applications include nonlinear least squares, discrete dependent variables (probit, logit, etc.), problems of censoring, truncation and sample selection, and models for duration data.
Prerequisites: ECO 517.
Professors: Angus S. Deaton, Mark W. Watson
Click here to do another class search
Created by Bob Dondero.