Specification, estimation, hypothesis testing and prediction in the classical and generalized linear regression model. Topics include: ordinary least squares, generalized least squares, instrumental variableestimation, quantile regression, finite and large sample analysis and general testing principles including misspecification tests. The course will also provide instructions on the use of a major statistical packagesuch as Stata or TSP.

Prerequisite: Must have advanced knowledge of probability, statistics, and linear algebra. Restriction: Permission of BSOS-Economics department.
Credits: 3
Grading Method: Regular, Audit

Course Offerings

    Fall 2024Instructor: Guido Kuersteiner
    Fall 2023Instructor: Guido Kuersteiner
    Fall 2022Instructor: Guido KuersteinerView: Syllabus
    Fall 2021Instructor: Guido Kuersteiner