Econ 675. Advanced Topics in Econometrics

• Credits: 3.
• Prerequisites: 672 or Stat 543.

Advanced treatment of issues important in econometrics. Topics chosen from asymptotic theory, nonlinear estimation, Bayesian and robust econometrics, econometric time series, limited dependent variables and censored regression models, nonparametric and semiparametric methods, bootstrapping and Monte Carlo techniques, etc.