ECON 6700 - Advanced Econometrics I

The first course in the advanced econometrics sequence. This course presents sample distribution theory for the estimation and testing of econometric models. Applications will be made to SUR systems, error components, nonlinear regression, limited dependent variables, and sample selection bias.

Note: Open to graduate students only.

Prerequisites/Corequisites: Prerequisite: ECON 6190

Credits: 3 hours