Applied Econometrics

Econ 536 - Fall 2016

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.

- Final Exam - Monday 12-12-2016 - 7 to 10 pm at DKH 223
- Problem Set 5: due on Monday 12-12-2016
- PS4 assigment
- Problem Set 4: due on Monday 11-14-2016
- Midterm Exam - Friday 10-28-2016
- PS3 assigment
- Problem Set 3: due on Monday 10-24-2016
- PS2 assigment
- Problem Set 2: due on Monday 09-26-2016
- PS1 assigment
- Problem Set 1: due on Wednesday 08-31-2016