Applied Econometrics

ECONOMICS 5161

Introduction to econometrics as it is applied in microeconomics and macroeconomics (modular). Topics related to the analysis of microeconomic data include maximum likelihood estimation and hypothesis testing; cross-section and panel data linear models and robust inference; models for discrete choice; truncation, censoring and sample selection models; and models for event counts and duration data. Topics related to the analysis of macroeconomic data include basic linear and nonlinear time series models; practical issues with likelihood-based inference; forecasting; structural identification based on timing restrictions and heteroskedasticity; and computational methods for hypothesis testing and model comparison. Prerequisite: Graduate student standing or permission of the instructor.
Course Attributes: EN S; AS SSC; FA SSC; AR SSC

Section A

Applied Econometrics
INSTRUCTOR: Ploberger
View Course Listing - FL2021

Section 01

Applied Econometrics
INSTRUCTOR: Ploberger
View Course Listing - FL2021