ECON 273 Advanced Econometrics I

Possible topics: parametric asymptotic theory. M and Z estimators. General large sample results for maximum likelihood; nonlinear least squares; and nonlinear instrumental variables estimators including the generalized method of moments estimator under general conditions. Model selection test. Consistent model selection criteria. Nonnested hypothesis testing. Markov chain Monte Carlo methods. Asymptotic hypothesis testing procedures derived for each estimation framework.

Download Econ273syllabus_aut11.pdf

Download Econ 273 syllabus_Aut09.pdf

Download econ 273 syllabus_Aut08.pdf

Download econ 273 syllabus_Hong_Aut07.pdf