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ECON 8828 Econometric Theory II (Spring: 3 )

Course Description

This is a course in asymptotic theory for econometric estimation and inference, with emphasis on nonlinear, cross section models. Topics include forms of convergence, consistency and limiting distribution theory, maximum likelihood, linear and nonlinear least squares, generalized method of moments, extremum estimators, nonparametric kernel estimators, and semiparametric estimators.

Instructor(s): Karim Chalak

Prerequisites: ECON7772.

Cross listed with:


Last Updated: 24-Sep-18