Survey of Advanced Econometric Techniques (Spring, 2013)
Course Number:
ECON 212f (2)
Call Number:
8834
Instructor(s):
Fournier, Stephen
Time(s):
M,W 08:00 - 09:30 AM; Lemberg, Lee Hall
Description:
Module Session 2
Prerequisite: ECON 211f or equivalent. Meets for one-half semester and yields half-course credit.
Applies econometric models using data measured as counts, including the poisson and the negative binomial, and extensions that incorporate inflated or truncated counts. They then consider tobit and heckit models which adjust for truncation and censoring in the general linear model. Finally, they learn how to correct for simultaneity bias and heteroskedasticity using Instrumental Variables approaches. Usually offered every year.
