### ECONOMICS

**ECON-823**

**Econometric Methods**

**Course Level:** Graduate

Econometric Methods (3) Mathematical statistics and probability theory. Foundations of estimation and inference (including hypothesis testing). Basics of asymptotic theory. Multivariate regression models: ordinary least squares and generalized least squares (including serial correlation, heteroskedasticity, multicollinearity, and stochastic regressors). Basic maximum likelihood. Practice with statistical and econometric software. Usually Offered: spring. Restriction: PhD program.

**ECON-823**

**001**

**ECONOMICS**

*FALL 2018 REGULAR TERM*

**Course Level:** Graduate

**Econometric Methods**