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Course Catalog 2014-2015 [ARCHIVED CATALOG]

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ECON 355 - Advanced Econometrics


Semester Offered: Second Semester
Full Course
Credits: 4 hours
Attribute: 4SS, QFR

New course added 08.23.14.

The course covers advanced topics in econometrics as a sequel to ECON 255. Topics covered include basic time series analysis, reduced form econometric estimation techniques in the presence of endogeneity, first difference estimators, fixed and random effects, instrumental variables, simultaneous equations, the estimation of treatment effects 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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