Econometrics with Linear Applications (Fall, 2009)
M, W 05:00 - 06:30 PM; Lemberg, 54
Prerequisites: ECON 80a, 82b, 83a and MATH 15a. A working knowledge of linear algebra is required.
Students are first exposed to the necessary background in advanced probability theory and statistics. Then statistical theory for the linear regression model, its most important variants, and extensions to nonlinear methods including Generalized Method of Moments (GMM) and Maximum Likelihood Estimation (MLE) are covered. Theoretical analysis is accompanied by the study of empirical economic examples. Usually offered every second year.