Econometric Theory II
ECO 518
1214
1214
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This course begins with extensions of the linear model in several directions: (1) pre-determined but not exogenous regressors; (2) heteroskedasticity and serial correlation; (3) classical GLS; (4) instrumental variables and generalized method of movements estimators. Applications include simultaneous equation models, VARS and panel data. Estimation and inference in non-linear models are discussed. Applications include nonlinear least squares, discrete dependent variables (probit, logit, etc.), problems of censoring, truncation and sample selection, and models for duration data.
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Section L01
- Type: Lecture
- Section: L01
- Status: O
- Enrollment: 24
- Capacity: 32
- Class Number: 40368
- Schedule: TTh 10:40 AM-12:10 PM
Section P01
- Type: Precept
- Section: P01
- Status: O
- Enrollment: 24
- Capacity: 35
- Class Number: 43719
- Schedule: M 03:00 PM-04:00 PM
Section P99
- Type: Precept
- Section: P99
- Status: C
- Enrollment: 0
- Capacity: 0
- Class Number: 40396