Eric W Zivot
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.
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
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.