ECONOMIC STATISTICS AND ECONOMETRICS II

ECON 716

Advanced econometric theory.

ECON 709

Probability distributions, statistical inference; multiple linear regression; introduction to econometric methods. It is expected that students will have completed three semesters calculus (such asMATH 234) and linear algebra (such asMATH 340).

ECON 705

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

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.

AAE 636

Introduction to the standard linear regression model with an emphasis on application issues. Includes statistical foundation, hypothesis testing, functional form, model selection and procedures for handling violations of model assumption.