Themes in Econometrics

1.5 credits · Graduate

A systematic presentation of the principal themes in econometric inference, such as Maximum Likelihood, Instrumental Variables, Method of Moments, Bayesian Inference, Likelihood Ratio, Wald, and Lagrange Multiplier tests. A discussion of Nonparametric and Semiparametric inference, asymptotic distribution theory and Monte Carlo simulation methods. Application of these methods in empirical projects.