ECN 329 - Advanced Econometrics

4 credits (Fall)

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 explore the properties of ordinary least squares, restricted least squares, generalized least squares, instrumental variables, and panel estimation. We will also learn to program STATA to calculate these estimators.

Prerequisite: ECN 286.
Instructor: Montgomery