Econometrics-Theory and Applications II

Advanced topics in econometrics, including linear regression with stochastic regressors, special problems in single equation models-multicollinearity, heteroscedasticity, lagged variables, and methods of just-identified and over-identified systems, reduced form estimation, and indirect least squares, two-stage least squares, three-stage least squares, and K-class estimators; construction and testing of macro-and micro-econometric models; principal component analysis; and time series analysis.

Fall, Spring