You are here

ECON 440: Advanced Econometrics

Term: Fall

Credits: 2

Degree Requirements:

This course builds on the fundamental estimation techniques learned in Economics 420 and introduces advanced econometric models,
particularly for the analysis of panel data. Topics include fixed effects and random effects, as well as first differencing and difference-indifference
models. The use of instrumental variables and two stage least squares estimation will also be examined as a method of
addressing potential endogeneity problems. (Course offered in alternate years.)

Prerequisites: Econometrics,