ECON 6200 - Econometrics II

Spring. 4 credits.

Prerequisite: ECON 6190.

Staff.

A continuation of ECON 6190 (Econometrics I) covering statistics: estimation theory, least squares methods, method of maximum likelihood, generalized method of moments, theory of hypothesis testing, asymptotic test theory, and nonnested hypothesis testing; and econometrics: the general linear model, generalized least squares, specification tests, instrumental variables, dynamic regression models, linear simultaneous equation models, nonlinear models, and applications.