Econometric Theory II ECON 838 (4)

Covers the core tools of theoretical and applied econometrics including time series, cross sectional, and panel data methods. Topics may include multiple linear regression, instrumental variables, GMM, limited dependent variable models, ARMA models, unit roots/cointegration, fixed/random effects, hypothesis testing, program evaluation, nonlinear regression, semi/non-parametric methods, big data and ML methods. Prerequisite: ECON 837.