ECON 9940 Econometrics I 3.0 Credits
This course is an introduction to econometric analysis. Students will learn the foundations of econometric analysis and how to apply some of its most widely used techniques. Topics include linear regression, asymptotics, difference in differences, generalized least squares, bootstrapping, panel data including random effects and fixed effects models, instrumental variables, field experiments, regression discontinuity, maximum likelihood, generalized method of moments, models for unordered and ordered discrete choice, models for count data, discrete choice in panel data settings, and duration models.
Repeat Status: Not repeatable for credit
Restrictions: Can enroll if classification is PhD.
Prerequisites: STAT 931 [Min Grade: C] or ECON 902 [Min Grade: C] or STAT 9931 [Min Grade: C] or ECON 9902 [Min Grade: C]