ST751 - Econometric Methods
- Prerequisites: ST421 and ST422
- Term & Frequency: Every Fall
- Student Audience: PhD Students in Statistics and Economics
- Credit: 3 credits
- Recent Texts: Hayashi, Fumio, 2000, Econometrics, 1st edition, Princeton University Press.
- Recent Instructors: Denis Pelletier
- Background and Goals: ECG 751 is the first course in the PhD. sequence in econometrics. The purpose of the sequence
is to teach the theory and techniques necessary to carry out empirical research at the PhD. level
and to read the empirical economics literature. In 751 we will focus on linear models, both singleequation
and systems of equations, leaving 752 to cover topics in time series econometrics and
leaving 753 to cover topics in micro econometrics (limited dependent variables, panel data, ...).
- Content: This course provide an introduction to important econometric methods of
estimation such as least squares, instrumental variables, maximum likelihood, and generalized
method of moments and their application to the estimation of linear and nonlinear models. This
course also discuss important concepts in the asymptotic statistical analysis of vector process with
application to inference procedures based on the aforementioned estimation methods.
- Alternatives: none
- Subsequent Courses: ST752, ST753
S1 2017 Sections:
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