— Econometric Methods
Topics include asymptotic theory and instrumental variables, pooled time-series cross-section estimation, seemingly unrelated regression, classical hypothesis tests, identification and estimation of simultaneous equation models, cointegration, errorcorrection models, and qualitative and limited dependent variable models.
Topics
- asymptotic theory and instrumental variables
- pooled time-series cross-section estimation
- seemingly unrelated regression
- classical hypothesis tests
- identification and estimation of simultaneous equation models
- cointegration
- errorcorrection models
- and qualitative and limited dependent variable models
Topics explicitly listed in official catalogue description
Prerequisites & course information
Course Description: Topics include asymptotic theory and instrumental variables, pooled time-series cross-section estimation, seemingly unrelated regression, classical hypothesis tests, identification and estimation of simultaneous equation models, cointegration, errorcorrection models, and qualitative and limited dependent variable models. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Cross Listing: ARE 240B . Grade Mode: Letter. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Cross Listing: ARE 240B . Grade Mode: Letter.
Sources
- Course catalogue ↗2026-2027