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 2024 Schedule
Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|
A1 | Kaido | CAS 227 | TR 9:30 am-10:45 am | WebReg Restricted Stamped Approval |
A1 | Kaido | KCB 102 | F 2:30 pm-3:45 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.