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Econometrics III

Опубликовано на портале: 16-10-2003
Факультет: Economics
Дисциплина: Econometrics
Год: Winter 2001-02
Язык: Английский
Тематические разделы: Экономика, Эконометрика

Aннотация:
This is a basic course in econometrics designed to provide students with the tools required to evaluate and to carry out empirical research.



This is a basic course in econometrics designed to provide students with the tools required to evaluate and to carry out empirical research. Students will acquire: (1) the ability to analyze applied and theoretical econometric problems; and (2) experience in analyzing economic data. Attention will focus on the use of nonlinear estimation methods, multivariate and simultaneous equation systems, and qualitative and limited dependent variable models.

Recommended texts for this course are:
F. Hayashi, Econometrics (H)
R. Davidson and J. MacKinnon, Estimation and Inference in Econometrics (DM)

Topics and readings
I. Asymptotic Distribution Theory
Readings: H: 2.1
DM: 4

II. A General Theory of Estimation and Testing
Readings: H: 1.5, 2.2 - 2.8, 3.3 - 3.7, 4.1- 4.3, 7
DM: 5.1-5.5, 5.7, 6.1-6.2, 6.8, 7, 8, 17

III. Systems of Equations
Readings: H: 4.4- 4.6,
DM: 9.2, 9.4-9.9, 17

IV. Simultaneous Equation Models
Readings: H: 3.8, 4.4-4.6,
DM: 7, 18

V. Qualitative and Limited Dependent Variable Models.
Readings: H: 8.1-8.3
DM: 15

http://www.stanford.edu/class/econ272/27...