AEM 6120 - Applied Econometrics

Fall. 3 credits. Student option grading.

Prerequisite: AEM 2100, MATH 1110 or equivalent. Intended for: masters students.

B. Dillon.

Students will learn the derivation and use of standard econometric estimators including the general linear model, common maximum likelihood estimators and simultaneous equation estimators. Students will complete a semester long applied project applying concepts from the course.

Outcome 1: Connect economic theory and data using econometric estimation techniques.

Outcome 2: Derive the OLS, GLS, IV and maximum likelihood estimators.

Outcome 3: Identify appropriate estimators and apply those estimators.