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Instructor Class Description

Time Schedule:

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.


The information above is intended to be helpful in choosing courses. Because the instructor may further develop his/her plans for this course, its characteristics are subject to change without notice. In most cases, the official course syllabus will be distributed on the first day of class.
Last Update by Eric W Zivot
Date: 09/17/2006