Advanced Econometrics I

3 credits · Graduate Programs

Devoted to rigorous treatment of asymptotic theory as it applies to econometric practice. Provides a detailed treatment of the theory and practice of classical estimation procedures, including linear regression and instrumental variables, Maximum Likelihood, the General Method of Moments, as well as an extension to simulation based methods. The theory of hypothesis testing is also covered. Prerequisite(s): Admission to the PhD program in Economics.