Mar 28, 2024  
Course Catalog 2023-2024 
    
Course Catalog 2023-2024
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ECON 355 - Advanced Econometrics

FC SSCI QFR
4 credits
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.

Prerequisites: ECON 255.



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