Econometrics III

Graduate / Professional

The treatment of the subject is rigorous, attentive to modern developments, and proceeds to research level in several areas. Linear models from core curriculum. Topics include linear estimation theory, multiple and multivariate regressions, Kruskal’s theorem and its applications, classical statistical testing by likelihood ratio, Lagrange multiplier and Wald procedures, bootstrap methods, specification tests, Stein-like estimation, instrumental variables, and an introduction to inferential methods in simultaneous stochastic equations. TTh 1:05pm-2:20pm