Econometrics III

This is the first course of the second year PhD econometrics sequence with emphasis on both economic applications and computationally intense methods for analysis of large and/or complex models. Students can attend the whole sequence or only one of them. While the details of the econometric techniques will be discussed extensively, the core and focus of the course is on the applications of these techniques to the study of actual data. Students will be practiced in econometric methods through computer-based exercises. Prerequisites: Students should have a good understanding of graduate econometrics and should have taken ECON G6411 and G6412.