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Econometrics I >> Content Detail



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Calendar

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Week #TopicsKey dates
1Introduction: The Methods and Applications of Econometrics
2-4Multiple Regression, the Linear Statistical Model, Tests of Hypothesis
5Large Sample Statistical Theory: Consistency, Asymptotic Normality, and Efficiency
6Heteroskedasticity, Autocorrelation, and Robust Variance Estimation
7ReviewMidterm Exam
8-9Generalized Least Squares, Heteroskedasticity and Serial Correlation
10-11Nonorthogonality of Regressors and Errors: Correlation Between Regressors and Errors, Errors in Variables, Instrumental Variables and Specification Tests
12Panel Data
13-14Nonlinear Specifications, Limited Dependent Variables and Maximum Likelihood Estimation
15ReviewFinal Exam

 








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