2018-19 Spring - ECON5300 - Econometrics

Course

Description

Ordinary least squares, multiple regression and maximum likelihood estimation; variable selection and model specification; multicollinearity; heteroscedasticity and serial correlation; errors in variables; Endogeneity and instrumental variable regression; panel data model; generalized method of moment.
Course period1/02/1930/06/19
Course levelPG
Course formatLecture