ECON 8370 Econometrics I
This is an introduction to econometrics course, which aims to develop background concepts in linear algebra, matrix calculus, and statistics. The course focuses on hypothesis testing and prediction in the classical linear regression model, maximum likelihood estimation, method of moments method, generalized method of moments, non-linear least squares estimation method, and instrumental variables related estimation methods. Corresponding modeling assumptions (small and large sample), consequences of violation of these assumptions, and solutions to such violations of modeling assumptions are discussed.
Offered
As scheduled