Instructor Class Description

Time Schedule:

• Summer Quarter 2008
• Autumn Quarter 2008

Eric W Zivot
ECON 583
Seattle Campus

Econometric Theory I

Estimation and testing in linear and nonlinear regression models. Asymptotic theory, bootstrapping. Theoretical developments are reinforced with a variety of empirical examples and applications. Prerequisite: ECON 580, ECON 581, ECON 582 or equivalent.

Class description

This is a general course in econometric theory for second year Ph.D. students in economics. The main goal of the course is to develop the econometric and statistical tools necessary for reading and understanding the current literature in econometrics. A secondary goal is to introduce some current research topics in econometrics. The main focus of the course will be on estimation and inference in econometric models using the generalized method of moments and maximum likelihood techniques.

Student learning goals

General method of instruction

Lectures and lab assignments

Recommended preparation

Class assignments and grading

Homework assignments will be a combination of technical questions and empirical applications using various software.

Homework assignments, midterm exam, and final exam.

Office of the Registrar
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Modified:June 21, 2008