ILRLE 7420 - Applied Econometrics II

(crosslisted) ECON 7492

Spring. 4 credits. Letter grades only.

Prerequisite: ILRLE 7410 or permission of instructor.

G. Jakubson.

Continues from ILRLE 7410 and covers statistical methods for models in which the dependent variable is not continuous. Covers models for dichotomous response (including probit and logit); polychotomous response (including ordered response and multinomial logit); various types of censoring and truncation (e.g., the response variable is only observed when it is greater than a threshold); and sample selection issues. Includes an introduction to duration analysis. Covers not only the statistical issues but also the links between behavioral theories in the social sciences and the specification of the statistical model. The two courses ILRLE 7410/ILRLE 7420 are designed to be a one-year sequence. The expectation is that students will continue from the first course into the second course. Students should not expect to be able to take the second course without having done the first course.

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