Econ 508
Econometrics Group
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Applied Econometrics
Econ 508 - Fall 2008

Professor Roger Koenker
TA: Jungmo Yoon

"I have reached the stage where I no longer wish to have certainty." 
                                                            Franz Kafka.
Material Course Description News
(uiuc domain only)
(uiuc domain only)
Homework
(uiuc domain only)
(uiuc domain only)
 
This course is intended to be an introduction to specification, estimation, prediction, and evaluation of econometric models.  After a brief  review of some aspects of the single equation linear model we will consider systems of linear equations, instrumental variable estimation, and simultaneous equation models.  The focus will then shift to nonlinear models and we will study:  nonlinear least-squares, discrete choice models, censored regression models and survival/duration models.  The last segment of the course will treat semi-parametric methods including method of moments, quantile regression, and (perhaps) simulation estimation. Throughout we will try to emphasize the essential interplay between econometric theory and economic applications.
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Contact Office Hours E-mail
Prof. Roger Koenker Tu. & Th. 2-3 or by appointment (432 DKH) rkoenker@illinois.edu
TA Jungmo Yoon W. & F. 2-3 (435 DKH) jyoon2@illinois.edu
 Last update: August 18, 2008 .  Send comments to: jyoon2 at illinois.edu