University of Calgary
UofC Navigation

ECON 705 - Advanced Econometrics I - Fall 2018

Devoted to rigorous treatment of asymptotic theory as it applies to econometric practice. Provides a detailed treatment of the theory and practice of classical estimation procedures, including linear regression and instrumental variables, Maximum Likelihood, the General Method of Moments, as well as an extension to simulation based methods. The theory of hypothesis testing is also covered.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

  • Economics 615 and admission to the PhD program in Economics.

Sections

Powered by UNITIS. More features.

Get Connected