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ECON 109D

Bruinwalk
Main Course

Advanced Sequence: Econometric Theory

4 units
Taken?

Description

Lecture, three hours; discussion, one hour. Requisites: courses 103, 103L, 104, 104L. Advanced study covering econometric tools used to analyze economic models and make predictions. Focus on understanding what econometric models and methods may or may not be used in specific situations, emphasizing theoretical properties of the methods. Review of probability and statistics concepts. Covers theoretical tools needed to evaluate different estimation techniques. Detailed study of linear least squares, method of moments, and maximum likelihood estimators. Includes models with heteroskedasticity, serial correlation, endogeneity, and limited dependent variables. Covers methods for cross-section, time-series, and panel data. Letter grading.

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