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ECON273

Advanced Econometrics I

Economics H&S - Humanities & Sciences

Course Description

Possible topics: parametric asymptotic theory. M and Z estimators. General large sample results for maximum likelihood; nonlinear least squares; and nonlinear instrumental variables estimators including the generalized method of moments estimator under general conditions. Model selection test. Consistent model selection criteria. Nonnested hypothesis testing. Markov chain Monte Carlo methods. Nonparametric and semiparametric methods. Quantile Regression methods.

Grading Basis

ROP - Letter or Credit/No Credit

Min

3

Max

5

Course Repeatable for Degree Credit?

No

Course Component

Discussion

Enrollment Optional?

Yes

Course Component

Lecture

Enrollment Optional?

No

Does this course satisfy the University Language Requirement?

No

Programs

ECON273 is a completion requirement for:
  • (from the following course set: )