101 - 110 of 136 results for: ECON

(Graduate students register for 269.) How nations are linked financially through money, capital, and exchange markets, emphasizing policy issues including the role of the International Monetary Fund, monetary and exchange rate policy, prevention and resolution of financial crises in emerging markets, current account imbalances, and capital mobility. Development and use of macroeconomic models of international financial linkages and microeconomic models of hedging, optimal selection of currencies for invoice and trade credit, and parity relationships in futures, swaps, and options markets. Prerequisite: 165.

Probability, random variables, and distributions; large sample theory; theory of estimation and hypothesis testing. Limited enrollment. Prerequisites: math and probability at the level of Chapter 2, Paul G. Hoel, Introduction to Mathematical Statistics, 5th ed.

Linear regression model, relaxation of classical-regression assumptions, simultaneous equation models, linear time series analysis. Limited enrollment. Prerequisite: 270.

Continuation of 271. Nonlinear estimation, qualitative response models, limited dependent variable (Tobit) models. Limited enrollment. Prerequisite: 271.

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. Nonparametric and semiparametric methods. Quantile Regression methods.

(Formerly 273B); Possible topics: nonparametric density estimation and regression analysis; sieve approximation; local polynomial regression; spline regression; cross validation; indirect inference; resampling methods: bootstrap and subsampling; quantile regression; nonstandard asymptotic distribution theory; empirical processes; set identification and inference, large sample efficiency and optimality.

(Formerly 274.) Parametric and semi-parametric approaches to the estimation of econometric models with discrete or limited dependent variables. Maximum likelihood, nonlinear panel data, duration models, rank estimation and index models, Bayesian approaches and MCMC. Estimation of discrete choice models with endogeneity, simulation methods and computationally intensive approaches. Estimation of social network models. Random matrix theory. Prerequisite: 273 or consent of instructor.

An introduction to experimental economics, its methods, and major subject areas that have been addressed by laboratory experiments. Focus is on a series of experiments that build on one another, and allow researchers with different theoretical dispositions to narrow the range of potential disagreement. Prerequisites: 202, 203, 204, or consent of instructor.

Normative principles of behavior, especially in single-person decision trees. Objective and subjective expected utility. Savage, Anscombe-Aumann, and consequentialist axioms. State dependence. Multi-person extensions: social choice, ethics, opinion pooling, and rationalizability in non-cooperative games. Prerequisite: 202 or equivalent. (Hammond)