Magnus, Economic Journal. The analogy principle of estimation serves to unify the treatment of a wide range of topics that are at the foundation of empirical economics. The notation is concise and consistently used throughout the text… Students have expressed delight in unraveling the proofs and lemmas. Recommended for any serious economics student or anyone interested in studying the principles underlying applied economics.
- A Course in Econometrics.
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The digital Loeb Classical Library loebclassics. A Course in Econometrics Arthur S. Join Our Mailing List. Various aspects of empirical research in economics will be covered, including development of testable economic models, appropriate use of data, and specification and estimation of econometric models.
ECON 623: Applied Econometrics I
Prerequisites: or ; and calculus. Two lectures, one preceptorial. Methods to analyze trends, second-moment properties via the auto covariance function and the spectral density function, and methods of estimation and hypothesis testing and of model selection are presented.
Kalman filter and applications as well as unit roots, cointegration, ARCH, and structural breaks models are also studied.
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ECO Econometric Modeling The construction, estimation, and testing of econometric models as a process, from theory to model formulation to estimation and testing, and back again to theory. Bridging the gap between theory and applied work. A series of topics in macroeconomic time series and microeconomic cross-sectional analysis that include consumption at the household and aggregate level, commodity prices, and nonparametric and parametric estimation.
The first gives students the necessary background in probability theory and statistics.
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Topics include definitions and axioms of probability, moments, some univariate distributions, the multivariate normal distribution, sampling distributions, introduction to asymptotic theory, estimation, and testing. The second introduces the linear regression model, and develops associated tools. Properties of the ordinary least-squares estimator are studied in detail, and a number of tests developed.
ECO Econometric Theory II This course begins with extensions of the linear model in several directions: 1 predetermined but not exogenous regressors; 2 heteroskedasticity and serial correlation; 3 classical GLS; 4 instrumental variables and generalized method of moments estimators. Estimation and inference in nonlinear models are discussed.
Econometrics | Economics | MIT OpenCourseWare
Applications include nonlinear least squares, discrete dependent variables probit, logit, etc. The course covers nonlinear statistical models for the analysis of cross-sectional and panel data. It is intended both for students specializing in econometric theory, and for students interested in applying statistical methods to statistical data.