Applied Microeconometrics

Catalog description

Credits 3. 3 Lecture Hours. Estimation methods applied to economic problems; techniques include single and simultaneous equations models; general linear model in matrix form; tests of linear restrictions; Wald, Likelihood Ratio and Lagrange Multiplier tests; seemingly unrelated regressions, simultaneous equations identification and estimation; missing observations, errors in variables and non-linear estimation in economics problems. Prerequisites: ECMT 675 and ECMT 676 ; STAT 610 or approval of instructor.