Description:
Estimation and hypothesis testing. Asymptotic properties of optimization estimators. Analysis of cross-sectional economic data. Qualitative and limited dependent variables. Probit, logit, tobit, and sample selectivity. Duration models. Count data.
Description:
Analysis of cross-sectional economic data. Qualitative and limited dependent variables. Probit, logit, tobit, and sample selectivity. Duration models. Count data. Analysis of panel data.
Semester:
Fall of every year
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Prerequisite:
EC 820A and EC 820B
Description:
Analysis of cross-sectional economic data. Qualitative and limited dependent variables. Probit, logit, tobit, and sample selectivity. Duration models. Count data. Analysis of panel data.
Semester:
Fall of every year
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Description:
Analyses of systems of equations, panel data models, instrumental variables and generalized method of moments, M-estimation, quantile regression, maximum likelihood estimation, binary and multinomial response models, Tobit and two-part models, and other selected topics.
Semester:
Fall of every year
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Description:
Analyses of systems of equations, panel data models, instrumental variables and generalized method of moments, M-estimation, quantile regression, maximum likelihood estimation, binary and multinomial response models, Tobit and two-part models, and other selected topics.