ECON 9720 - Econometrics II

3 Hours
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.

Prerequisite(s): ECON 9710 or MGS 9920.
Corequisite(s): None.
Pre/Corequisite(s): None.
Requirements: None.