A continuation of ECON623. Topics include: Nonlinear models and nonlinear estimation methods (generalized method of moments and maximum likelihood estimation), panel data models, univariate dynamic models, multivariate dynamic models including simultaneous equation models, and non-parametric/semiparametric estimation methods. The course will also provide instructions on the use of a major statistical package such as Stata or TSP.

Prerequisites/Rules:
Prerequisite: ECON623; or permission of BSOS-Economics department.
Credits: 3
Grading Method: Regular, Audit

Course Offerings

    Spring 2023Instructor: Ingmar PruchaCo-Instructor: John Chao
    Spring 2022Instructor: John Chao
    Spring 2022Instructor: Ingmar Prucha
    Spring 2021Instructor: John Chao
    Spring 2021Instructor: Ingmar Prucha