ECON 60303 - Econometrics II

Institution:

University of Notre Dame

Subject:

Economics

Description:

This course covers identification of linear simultaneous equation estimation. Advanced estimation methods will be the main focus of this course such as panel data regression, maximum likelihood estimation for tobit, logit and probit estimations, generalized method of moment estimation (GMM), least absolute deviation (LAD) estimation, quantile regression method, nonstationary time series, cointegration, UAR and Kalman filtering for the time-varying parameter estimation.

Credits:

4.50

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.nd.edu

Phone Number:

(574) 631-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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