Dec 04, 2021  
2017-2018 Academic Catalog 
    
2017-2018 Academic Catalog [Published Catalog]

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ECON 418/4081 - Econometric Methods (3 cr.)



Prerequisites
  

Description
The first part of the course covers extensions of the classical linear model including departures from the basic assumptions of the general model: multicollinearity, autocorrelation, heteroskedasticity, endogenous regressors and GMM estimation. The second part discusses models with limited dependent variables (e.g. logit and probit models) and their applications. The third part explores panel data, covering issues related to estimation and inference in panel datasets as well as applications.

When Offered
Offered in fall.



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