Advanced Econometrics II

Three credits · Undergraduate

This course is a continuation of ECON 371 and deals with various estimation methods, including least squares and maximum likelihood, specification tests, dynamic models and simultaneous equation models as well as limited and qualitative dependent variables. Students will be exposed to MATLAB or other matrix-based analytical software. Credit will be granted for only one of ECON 472 or ECON 372. Prerequisite: ECON 371. Three credits.