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 enogenous regressors; models with qualitative and limited dependent variables; and models with panel data.
