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| Applied
Econometrics
Econ 472 - Fall 2003 Professor
Roger
Koenker
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| "I
have reached the stage where I no longer wish to have certainty."
Franz Kafka. |
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| Course Material | Course Description | News | |||||||||
|
(uiuc
domain only)
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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.
|
 The
Final Exam: 1:30-4:30, Dec.15,
Wohlers Hall 130. TA
office hours:
2-3pm, Dec. 10, 3-5pm, Dec. 11, Wohlers Hall 460. |
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