ECON 7772 Econometric Methods (Spring: 4 )
This course provides an understanding of the econometric theory that underlies common econometric models. The focus is on regression models and their many extensions. Topics include finite and asymptotic properties of estimators, consistency and limiting distributions, specification issues, heteroskedasticity, autocorrelation, endogeneity and simultaneity, and nonlinear model estimators including maximum likelihood and the generalized method of moments.
Instructor(s): Arthur Lewbel
Last Updated: 24-Jun-17