Welcome - Advanced Econometrics ECON 6534   Advanced Econometrics
This is an econometrics course for PhD students. It reviews introductory mathematical statistics including parameter estimation (ML, GMM), hypothesis testing, and asymptotic theory. The parametric and nonparametric models including linear, nonlinear, limited dependent variable, and simultaneous equation models are explored in the context of cross-sectional and time series data.
FORMAT: Lecture