EC 828 Econometric Theory II (Spring: 3)
Prerequisite:
EC 827 or equivalent
This is a course in asymptotic theory for econometric estimation and inference,
with emphasis on nonlinear, cross section models. Topics include forms of
convergence, consistency and limiting distribution theory, maximum likelihood,
linear and nonlinear least squares, generalized method of moments, extremum
estimators, nonparametric kernel estimators, and semiparametric estimators.
Karim Chalak
Last Updated: 18-JAN-08