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Nov 24, 2024
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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.
Check course scheduling information
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