Advanced Econometrics 1

GRS EC 708

Advanced treatment of econometric theory: projections, OLS, asymptotic theory, instrumental variables, GLS, heteroskedasticity and autocorrelation robust standard errors, multivariate systems, non-linear models, maximum likelihood, misspecified models, hypothesis testing, introduction to time series, unit root and cointegration, simultaneous equations, GMM.

SPRG 2016 Schedule

Section Instructor Location Schedule Notes
A1 Perron MW 2:00 pm-3:30 pm WebReg Restricted
Stamped Approval
A1 Perron F 2:00 pm-3:30 pm WebReg Restricted
Stamped Approval

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.