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ECON-823 Econometric Methods (3) Course Level: Graduate

Econometric Methods (3) Mathematical statistics and probability theory. Foundations of estimation and inference (including hypothesis testing). Basics of asymptotic theory. Multivariate regression models: ordinary least squares and generalized least squares (including serial correlation, heteroskedasticity, multicollinearity, and stochastic regressors). Basic maximum likelihood. Practice with statistical and econometric software. Usually Offered: spring. Restriction: PhD program.