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Econometric Theory

Опубликовано на портале: 23-04-2003
Язык: Английский
Язык оригинала: английский
Тематические разделы: Экономика, Эконометрика

Aннотация:
To teach the student how to think about econometric estimation and testing strategies for linear and nonlinear regression frameworks.



Aims:

To teach the student how to think about econometric estimation and testing strategies for linear and nonlinear regression frameworks.

To teach the student how to solve econometrics problems using te methods of maximum likelihood and generalized method of moments.

Intended Learning Outcomes:

By the end of the course the students should:

  • Have a solid grasp of classical linear regression estimation and testing.
  • Have some understanding of large sample theory for a general class of nonlinear estimators.
  • Be able to apply this theory to a wide range of problems in econometrics, specifically: microeconometrics involving endogenous regressors, financial time series involving conditional heteroskedestic variance.



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