AEC 821 Econometrics II
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.
Effective Dates:
FS92 - SS02
AEC 821 Econometrics II
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.
Effective Dates:
US02 - FS03
AEC 821 Econometrics II
Semester:
Fall of every year
Credits:
Total Credits:
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.
Interdepartmental With:
Economics, Statistics and Probability
Administered By:
Economics
Effective Dates:
SS04 - US08
AEC 821A Cross Section and Panel Data Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 821
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.
Interdepartmental With:
Economics, Finance, Statistics and Probability
Administered By:
Economics
Effective Dates:
FS08 - US20
EC 821 Econometrics II
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.
Effective Dates:
US02 - FS03
EC 821 Econometrics II
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.
Effective Dates:
FS92 - SS02
EC 821 Econometrics II
Semester:
Fall of every year
Credits:
Total Credits:
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.
Interdepartmental With:
Agricultural Economics, Statistics and Probability
Administered By:
Economics
Effective Dates:
SS04 - US08
EC 821A Cross Section and Panel Data Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 821
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.
Effective Dates:
FS20 - US25
EC 821A Advanced Econometrics I
Semester:
Spring of every year
Credits:
Total Credits:
Credits: 1.5 Lecture/Recitation/Discussion Hours:1.5
Prerequisite:
EC 820A and EC 820B
Restrictions:
Open to graduate students in the Department of Economics or approval of department.
Description:
Systems of equations; static and dynamic linear panel data models; generalized least squares; generalized method of moments. Offered half of semester.
Effective Dates:
FS25 - Open
EC 821A Cross Section and Panel Data Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 821
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.
Interdepartmental With:
Agricultural Economics, Finance, Statistics and Probability
Administered By:
Economics
Effective Dates:
FS08 - US20
FI 821A Cross Section and Panel Data Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 821
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.
Interdepartmental With:
Agricultural Economics, Economics, Statistics and Probability
Administered By:
Economics
Effective Dates:
FS08 - US20
STT 821 Econometrics II
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.
Effective Dates:
FS92 - SS02
STT 821 Econometrics II
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.
Effective Dates:
US02 - FS03
STT 821 Econometrics II
Semester:
Fall of every year
Credits:
Total Credits:
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.
Interdepartmental With:
Agricultural Economics, Economics
Administered By:
Economics
Effective Dates:
SS04 - US08
STT 821A Cross Section and Panel Data Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 821
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.
Interdepartmental With:
Agricultural Economics, Economics, Finance
Administered By:
Economics
Effective Dates:
FS08 - US20