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.