Javascript is currently not supported, or is disabled by this browser. Please enable Javascript for full functionality.

    Mar 24, 2023  
2020-2021 Graduate Catalog 
2020-2021 Graduate Catalog [ARCHIVED CATALOG]

Add to My Catalog (opens a new window)

ECON 5650 - Advanced Econometrics

3 hours

Focuses on the theoretical foundations of non-linear regression models often encountered in economics, finance, and accounting. Topics include the multivariate classical linear regression model; ideal conditions for estimation of the classic linear regression model; linear and non-linear hypothesis testing; the method of maximum likelihood estimation; the consequences of departures from ideal conditions; structural and reduced form equations and models with endogenous regressors; models with qualitative and limited dependent variables; and models with panel data.

Prerequisite(s): ECON 5600  and ECON 5640  or consent of department.

Usually offered spring term/semester.

Add to My Catalog (opens a new window)