Introduction to econometrics as it is applied in microeconomics and macroeconomics (modular). Emphasis is on hands-on implementation of the models covered in the course. Topics related to the analysis of microeconomic data include cross-section and panel data linear models and robust inference; instrumental variables estimation; simultaneous equation models; models for discrete choice; and truncation, censoring and sample selection models. Topics related to the analysis of macroeconomic data include linear time series models; practical issues with likelihood-based inference; forecasting; structural identification based on timing restrictions; and computational methods for hypothesis testing. Prerequisite: Econ 4011 and Econ 413. Math 309 is recommended. Students should co-enroll in the "A" subsection.
Course Attributes: EN S; AS SSC; FA SSC; AR SSC
