APPLIED ECONOMETRIC ANALYSIS II
Focus on extending the standard regression model. Topics include nonlinear regression models, maximum likelihood estimation, panel data, simultaneous equations, linear and nonlinear systems, analysis of discrete choice, limited dependent variables, empirical economic applications and policy analysis.
Topics
- nonlinear regression models
- maximum likelihood estimation
- panel data
- simultaneous equations
- linear and nonlinear systems
- analysis of discrete choice
- limited dependent variables
- empirical economic applications and policy analysis
Topics explicitly listed in official catalogue description
Prerequisites & course information
Requisites: A A E 636 Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Spring 2026 Learning Outcomes: 1. Extend the standard linear regression models to nonlinear regression models, estimate them, and interpret the results. Audience: Graduate 2. Estimate models beyond ordinary least squares (OLS), to include Maximum Likelihood (MLE), analysis of discrete choice and limited dependent variables. Audience: Graduate 3. Provide an overview of the latest techniques being developed using panel data and apply these methods in an independent estimation exercise. Audience: Graduate 4. Select the experimental or quasi-experimental method appropriate for the analysis at hand. Audience: Graduate Learning Outcomes: 1. Extend the standard linear regression models to nonlinear regression models, estimate them, and interpret the results. Audience: Graduate 2. Estimate models beyond ordinary least squares (OLS), to include Maximum Likelihood (MLE), analysis of discrete choice and limited dependent variables. Audience: Graduate 3. Provide an overview of the latest techniques being developed using panel data and apply these methods in an independent estimation exercise. Audience: Graduate 4. Select the experimental or quasi-experimental method appropriate for the analysis at hand. Audience: Graduate
Sources
- Course catalogue ↗2026-2027