Credits:
Total Credits:
Credits: 1.5 Lecture/Recitation/Discussion Hours:1.5
Restrictions:
Open to graduate students in the Department of Economics or approval of department.
Description:
Systems of equations; static and dynamic linear panel data models; generalized least squares; generalized method of moments. Offered half of semester.
Credits:
Total Credits:
Credits: 1.5 Lecture/Recitation/Discussion Hours:1.5
Restrictions:
Open to graduate students in the Department of Economics or approval of department.
Description:
Nonlinear models for cross-section and panel data; discrete response models; count data and corner solutions; sample selection issues. Offered half of semester.
Credits:
Total Credits:
Credits: 1.5 Lecture/Recitation/Discussion Hours:1.5
Restrictions:
Open to graduate students in the Department of Economics or approval of department.
Not open to students with credit in:
EC 822A
Description:
Fundamentals of time series econometrics; stationary time series; autoregressive moving average models; spectral analysis; vectors of time series; functional central limit theorem; nonstationary time series; deterministic trends and unit roots; stationary and cointegrating regression. Offered half of semester.
Credits:
Total Credits:
Credits: 1.5 Lecture/Recitation/Discussion Hours:1.5
Restrictions:
Open to graduate students in the Department of Economics or approval of department.
Description:
Numerical methods in econometrics; Monte Carlo simulation; finite sample properties of estimators and test statistics; the bootstrap; subsampling; simulated method of moments Offered half of semester.