Apr 03, 2025  
2017-2018 Academic Catalog 
    
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2017-2018 Academic Catalog [ARCHIVED CATALOG]

ECN 395-01 - Advanced Special Topic: Advanced Econometrics

4 credits (Spring)
This course expands upon the econometrics background provided by ECN 286, exploring the underlying properties of the estimators and learning to program their calculation in STATA.  We will use matrix algebra to derive and calculate ordinary least squares, restricted least squares, generalized least squares, and instrumental variables, and use maximum likelihood estimation to explore, probit, logit, tobit and sample selection models.

Prerequisite: ECN 286 .
Instructor: Montgomery