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Cornell University    
 
    
 
  Sep 23, 2017
 
Courses of Study 2016-2017 [ARCHIVED CATALOG]

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ECON 6200 - Econometrics II


     
Spring. 4 credits.

Prerequisite: ECON 6190  and ECON 6170  with a grade of B- or better, or permission of instructor.

Staff.

A continuation of ECON 6190  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.



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