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Applied Econometrics

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Economics 5161 | Fall, 2018
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.
SectionInstructorsRoom ScheduleWUCrsL
A
Sanders
Fr 9:00 am – 10:00 am in Seigle Hall, Room L004
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01
Sanders
TuTh 5:30 pm – 7:00 pm in Seigle Hall, Room 204
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Department of Economics | Washington University in St. Louis | Campus Box 1208 | One Brookings Drive, St. Louis, MO 63130-4899 | (314) 935-5670 | economics@wustl.edu