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    May 01, 2024  
American University Catalog 2016-2017 
    
American University Catalog 2016-2017 [ARCHIVED CATALOG]

ECON-824 Advanced Econometric Methods (3)


Extension of econometric theory (least squares and maximum likelihood). Main topics include generalized least squares, nonlinear models, sets of equations (including simultaneous equations), instrumental variables, discrete choice, and censored models. Practice with data and working on an empirical research paper is part of the class. Usually offered every fall. Prerequisite: ECON-823 . Restriction: PhD program.