Advanced Econometrics I
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Level: Graduate
Division: The New School for Social Research
Department: Economics
Course Number: GECO 6281
Course Format: Lecture
Location: NYC campus
Permission Required: No
Topics:
  • Social Sciences
  • Economics
Description:
This course builds on GECO 6181. The first half of the semester revisits estimation, inference, and diagnostics. Microeconometric techniques such as panel data, qualitative response models, and nonparametric estimation are introduced. The second half is devoted to time series econometrics.
Course Open to: Majors Only