ECONOMETRICS II

ECON 705

Course Description

Econometric methods, theory, and applications. Topics include instrumental variables, GMM, panel data, limited dependent variables, time series, and vector autoregressions.

Prerequisties

ECON 704

Satisfies

ECON 706

Credits

Not Reported

Offered

Not Reported

Grade Point Average

3.53

2.79% from Historical

Completion Rate

100%

0.52% from Historical

A Rate

40%

22.27% from Historical

Class Size

-66.98% from Historical

Instructors (2025 Fall)

Sorted by ratings from Rate My Professors

Similar Courses

ECONOMETRIC METHODS

ECON 715

Nonlinear econometric theory.

ECONOMETRICS I

ECON 704

Econometric methods, theory, and applications. Matrix algebra will be used. Topics include linear regression, least-squares estimation, inference, and hypothesis testing. Primarily for Master's level students. It is expected that students will have completed three semesters calculus (such asMATH 234) and linear algebra (such asMATH 340).

APPLIED ECONOMETRIC ANALYSIS II

AAE 637

Focus on extending the standard regression model. Topics include nonlinear regression models, maximum likelihood estimation, panel data, simultaneous equations, linear and nonlinear systems, analysis of discrete choice, limited dependent variables, empirical economic applications and policy analysis.

ECONOMETRICS III

ECON 706

Focus on using econometric methods to address empirical questions, conduct empirical research, and write empirical papers in economics.

ECONOMETRIC METHODS

ECON 716

Advanced econometric theory.