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, nonlinear least squares, instrumental variables, generalized least squares, the generalized method of moments, and maximum likelihood. Intended for Ph.D. students.
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, nonlinear least squares, instrumental variables, generalized least squares, the generalized method of moments, and maximum likelihood. Intended for Ph.D. students.
