Fall 2023

Advanced Econometrics

Listed in: Economics, as ECON-361

Faculty

Jun Ishii (Section 01)

Description

This course studies the specification, estimation, and testing of econometric models based on the maximum likelihood and method of moments principles. It builds from mathematical statistics and utilizes matrix algebra, the rudiments of which will be introduced in the course. The course will also review applications of econometric models to various areas of micro and macroeconomics. A student may not receive credit for both ECON 360 and ECON 361.

Requisite: At least a "B" grade in ECON 111/111E or a "B-" grade in ECON 200–290, or equivalent, and MATH 211 or equivalent, and STAT 111 or STAT 135 or equivalent. Limited to 20 students. Fall semester. Professor Ishii. 

How to handle overenrollment: Maintain a waiting list, and give preference to majors or potential majors.

Students who enroll in this course will likely encounter and be expected to engage in the following intellectual skills, modes of learning, and assessment: Quantitative reasoning; regular readings, problem sets, quizzes, and exams.

ECON 361 - LEC

Section 01
Tu 10:00 AM - 11:20 AM SMUD 204
Th 10:00 AM - 11:20 AM SMUD 204

Offerings

Other years: Offered in Fall 2011, Fall 2012, Spring 2014, Fall 2015, Spring 2017, Fall 2018, Fall 2019, Fall 2020, Fall 2022, Fall 2023, Fall 2024