Course Catalog - 2019-2020

     

ECON 579 - TOPICS IN ECONOMETRICS II

Long Title: TOPICS IN ECONOMETRICS II
Department: Economics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): ECON 511
Description: Discussion of selected topics in advanced econometrics that focus on the mathematical and statistical modeling of such phenomena as (1) extended panel data methods; (2) spatial econometrics; (3) bootstrapping;  (4) factor models, wavelets, smoothing-splines, sieves; (5) model averaging; (6)  continuous and discrete dynamic programming models; (7) econometrics of auctions; (8)  BLP methods of demand estimation;  (9) structural and non-structural models of producer behavior; (10) point and set identification; (11) Bayesian Econometrics/ Metropolis-Hastings MCMC algorithms. Repeatable for Credit.