2020-2021 Academic Catalog 
    
    Apr 17, 2024  
2020-2021 Academic Catalog [ARCHIVED CATALOG]

ECON 365 - Basic Econometrics


Econ 365 is a one-semester core course in econometrics at the graduate level.  The course assumes a strong background in multivariate calculus, linear algebra, and basic probability theory.  Intermediate-to-advanced undergraduate level courses in statistics/econometrics are also highly recommended.  The course will focus mainly on random samples and linear regression.  Students will be exposed to various estimation approaches such as Least Squares, Maximum Likelihood, and the Generalized Method of Moments.  Additional topics such as Empirical Likelihood and the Bootstrap will be covered time permitting.  Special attention will be given to applications using real data.  For this purpose we will typically use the econometrics package STATA.

Prerequisites: ECON 360 

Anticipated Terms Offered: Offered every year