ECON 355 - Advanced Econometrics

Next Offered: 2013-2014
Semester Offered: First Semester 2013-2014
Credits (Range): 3 hours
Attribute: 3SS, QP-F
The course will cover advanced topics in econometrics as a sequel to ECON 255. The course will focus on applying econometric techniques to practical estimation problems, and therefore will be accessible to all students who successfully completed the introductory course. Topics covered include basic time series analysis, reduced form econometric estimation techniques in the presence of endogeneity, such as first difference estimators, fixed and random effects, instrumental variables, simultaneous equations, and the estimation of treatment effect in experimental and quasi-experimental settings, and limited dependent variable models (Logit, Probit, and Tobit). Practical exercises will be conducted in Stata.

Enrollment Limit: 24
Instructor: T. Pfutze
Prerequisites & Notes
ECON 255, MATH 133, and ECON 253.

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