ECON273 - Advanced Econometrics I

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.
Career
Graduate
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