Panel and Nonlinear Methods in Econometrics.

Catalog description

Semester course; 3 lecture hours. 3 credits. Prerequisites: ECON 501 . Includes panel data analysis (fixed and random effects); identification and estimation of nonlinear models, limited dependent variable models (probit, logit, tobit, etc.), duration models; and hypothesis/specification tests. The techniques discussed in class will be used to analyze a variety of empirical questions. The course has an applications rather than a theoretical focus.