Econ 472
Econometrics Group
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Applied Econometrics
Econ 472 - Fall 2003

Professor Roger Koenker
Teaching Assistant: Lingjie Ma

"I have reached the stage where I no longer wish to have certainty." 
                                                            Franz Kafka.
Course Material Course Description News
(uiuc domain only)
(uiuc domain only)
Econometric Sources
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.
Contact Office Hours E-mail
Prof. Roger Koenker M. 11-12 or by appointment (193 Wohlers)
TA Lingjie Ma Tu. & Th. 5-6, W. 2-3 (130 Wohlers)
 Last update: Nov. 23, 2003 .  Send comments to: