Economics | Econometrics 1
E671 | 1754 | Trivedi


Economics ,  Econometrics I
E671 ,  1754 ,  Trivedi

The course is primarily theoretical, but covers numerous applications
and illustrations. The emphasis is on a broad coverage and general
results. The goal is to provide a strong enough technical background
for reading and understanding the applied econometric articles that
are published in the core economics journals. Both time series and
cross-section topics are included in the syllabus. Assignments cover
both analytical problems and data analysis.

In Fall 1999 the main topics covered will be as follows.
Part 1: Univariate Time Series Models. Vector Autoregressions.
Part 2: Asymptotic Distribution Theory and Maximum Likelihood.
Estimation. Generalized Method of Moments.
Part 3: Multivariate and Panel Data Models.
Part 4. Identification and Estimation of Simultaneous Equations
Models.

Texts: 	J. Hamilton, Time Series Analysis, Chapters 3, 4, 11.
P.H. Franses, Time Series Models for Business and Economic
Forecasting
A.C. Cameron and P.K. Trivedi, Regression Analysis of Count
Data, Chapters 2 and 5. 	
W.H. Greene, Econometric Analysis, 4th edition, Chapters 11, 14,
15, 16, 17, 18.
C. Hsiao, Analysis of Panel Data, Chapters 1,2,3.