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.