Advanced Econometrics I

GRS EC 708

Basic course of econometric theory for MAPE/PhD students. Covers the theory and applications of the LS and ML estimators of the linear single equations models. OLS, GLS, and Gauss-Markov theorem, autocorrelation, heteroskedasticity, non-linear estimators, distributed lags, errors in variables, instrumental variable estimators, choice models. Introduction to simultaneous equation models.