ECONOMICS

ECON-824
Advanced Econometric Methods (3)

Course Level: Graduate

Extension of econometric theory (least squares and maximum likelihood). Main topics include generalized least squares, nonlinear models, sets of equations (including simultaneous equations), instrumental variables, discrete choice, and censored models. Practice with data and working on an empirical research paper is part of the class. Usually offered every fall. Prerequisite: ECON-823 and admission to PhD program.