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

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).

WORKSHOP IN ECONOMETRICS

ECON 914

Second in a two seminar sequence on current research in econometric model building, estimation and inference in econometrics.

WORKSHOP IN ECONOMETRICS

ECON 913

Current research in econometric model building, estimation and inference in econometrics