ECON 6570 - Advanced Econometrics

Institution:

Roberts Wesleyan University

Subject:

Description:

Application of statistical and mathematical techniques to analyze economic data. The formulation and interpretation of mathematical models that involve quantifiable economic relationships. The role of probability theory and statistical inference in the solution of model systems. Small-sample and asymptotic OLS regression, instrumental variables and GMM, multi-equation systems, panel data analysis, and maximum likelihood estimation including for binary, censored, and truncated dependent variables. Some mathematical facility is assumed. When Offered: Spring term annually. Credit Hours: 3

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

WWW.Roberts.edu

Phone Number:

(585) 594-6000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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