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ECON-824Advanced Econometric Methods (3)
Course Level: Graduate
Advanced Econometric Methods (3) 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: fall. Prerequisite: ECON-823. Restriction: PhD program.