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Nov 24, 2024
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ECON 6570 - Advanced Econometrics
Application of statistical and mathematical techniques to analyze economic data. The formulation and interpretation of mathematical models that involve quantifiable economic relationships. The role of probability theory and statistical inference in the solution of model systems. Small-sample and asymptotic OLS regression, instrumental variables and GMM, multi-equation systems, panel data analysis, and maximum likelihood estimation including for binary, censored, and truncated dependent variables. Some mathematical facility is assumed.
When Offered: Spring term annually.
Credit Hours: 3
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