TOPICS IN ECONOMETRICS II

Credit Hours: 3 · Graduate

Discussion of selected topics in advanced econometrics that focus on the mathematical and statistical modeling of such phenomena as (1) extended panel data methods; (2) spatial econometrics; (3) bootstrapping; (4) factor models, wavelets, smoothing-splines, sieves; (5) model averaging; (6) continuous and discrete dynamic programming models; (7) econometrics of auctions; (8) BLP methods of demand estimation; (9) structural and non-structural models of producer behavior; (10) point and set identification; (11) Bayesian Econometrics/ Metropolis-Hastings MCMC algorithms. Repeatable for Credit.