ECON 623: Advanced Econometrics I

Requires prior preparation in linear algebra and probability and statistics. Specification, estimation, hypothesis testing and prediction in the classical and generalized linear regression model. Topics include ordinary least squares, generalized least squares, instrumental variables estimation, quantile regression, finite and large sample analysis, and general testing principles including misspecification test. The course will also provide instructions on the use of a major statistical package such as Stata or TSP.

Fall 2008 Spring 2009 Summer I 2009 Summer II 2009 Fall 2009 Winter 2009 Spring 2010 Summer I 2010 Summer II 2010 Fall 2010 Winter 2011 Spring 2011 Summer I 2011 Summer II 2011 Fall 2011 Winter 2012 Spring 2012