Course Detail
Units:
3.0
Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisites: PhD Standing.
Description
This course builds on the material in Econometrics I and emphasizes practical applications of empirical methods in economics and finance.
Topics covered include panel data, linear generalized method of moments (GMM), maximum likelihood estimation, limited dependent variables, non-linear GMM, and time series. Homework will involve computer programming in a language that supports matrix manipulation.