Skip to main content

ECON 8827 Econometric Theory I (Fall: 3 )


Course Description

This course provides an understanding of the econometric theory that underlies common econometric models. The focus is on the single equation regression model and its many extensions. Topics include finite and asymptotic properties of estimators, specification issues, autocorrelation and heteroskedasticity, endogeneity and simultaneity, and nonlinear model estimators, including maximum likelihood and the generalized method of moments.


Instructor(s): Arthur Lewbel

Prerequisites: None

Cross listed with:

Comments:


Last Updated: 07-Dec-13