ECON 8760: Advanced Econometrics

This course deals with econometric methods and applications designed for the analysis of cross-section and panel data models. The main topics covered are maximum likelihood and GMM methods, panel data models, semi-parametric and parametric methods, limited dependent variable models, and qualitative response models. Single as well as simultaneous equations models and important topical applications will be treated. Hands-on exercises and empirical projects will be assigned. (3 credit hours)

Prerequisite: Econ 8750 or DSc 8840.

Syllabi

For other syllabi, see the AYSPS Course Syllabi List. Please remember that individual faculty vary their course plans over time. A previous syllabus is no guarantee of what an upcoming course will be like.

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