Advanced Econometrics: Nonlinear Models
ECO 519
1252
1252
Info tab content
This is half of the second-year sequence in econometric methodology (ECO 513 is the other). The course covers nonlinear and high-dimensional statistical models for the analysis of cross-sectional and panel data. It is intended both for students specializing in econometric theory and for students interested in applying statistical methods to economic data. Topics covered include large-sample theory for nonlinear estimators, partial identification, statistical decision theory, shrinkage estimation, semiparametric estimation and machine learning, and weak identification.
Instructors tab content
Sections tab content
Section L01
- Type: Lecture
- Section: L01
- Status: C
- Enrollment: 0
- Capacity: 0
- Class Number: 23105