Sep 28, 2022  
2022-2023 Graduate Catalog 
    
2022-2023 Graduate Catalog
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ECON 9720 - Econometrics II


3 Credit Hours
Prerequisites: ECON 9710  or MGS 9920.
Description
This course covers the econometric techniques for linear models. Subjects include the classical linear regression model, generalized least squares, instrumental variable methods, and generalized method of moments. An introduction to asymptotic distribution theory is provided. Brief introductions to time series techniques and dichotomous choice models are included. Emphasis is placed on inference and specification testing.



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