ECON 618PanelData&StochasticFrntrModel

Catalog

Prerequisites - ECON 616 and 617. This course is an advanced econometrics class designed for those interested in serious applied econometric works. Knowledge of nonlinear and simultaneous equations, identification, etc., is required. The main objective of the course is to engage in "hands on" econometrics. Familiarity with statistical software (such as SAS/STATA) is necessary. The course will be restricted to a few topics, viz., Standard panel data models, and its extensions; Estimation of production, cost and profit functions using cross sectional and panel data. Single and simultaneous (linear as well as nonlinear) equation techniques will be extensively used.