ECON 850

This course deals with the foundations of econometrics. Topics include the method of moments, the geometry of ordinary least squares, hypothesis testing and confidence intervals, bootstrap methods, nonlinear least squares, generalized least squares, and instrumental variables. If there is sufficient time, it may also deal with the generalized method of moments and the method of maximum likelihood. Intended for Ph.D. students.

Course Offerings
2024/2025

Fall