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Econometrics III

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

Aннотация:
This course covers linear regression, generalized least squares, generalized method of moments, simultaneous equations, and Kalman filtering, among other topics.



This course covers linear regression, generalized least squares, generalized method of moments, simultaneous equations, and Kalman filtering, among other topics. It is meant as a high-level introduction to econometrics, for graduate students with strong math and statistics backgrounds but little econometrics training, or students with good, but not necessarily rigorous, previous econometrics training. The course is taught from a Bayesian perspective.

http://eco-072399b.princeton.edu/yftp/Em...