Advanced Econometric Theory III

Catalog description

-3 Max Credit: (Max. 9) More in-depth coverage of topics in ECON 5350 and ECON 5360 . Topics are selected based on current advancements in econometrics and students’ research interests and may include generalized method of moments (GMM), nonparametric estimation, state-space models and the Kalman filter, mixed and nested logit models, multinomial discrete-choice models, and simulated maximum likelihood.