ECMT 677 - Econometrics III

Spring 2013

Course Description : Estimation methods applied to economic problems; techniques include single and simultaneous equations models; general linear model in matrix form; tests of linear restrictions; Wald, Likelihood Ratio and Lagrange Multiplier tests; seemingly unrelated regressions, simultaneous equations identification and estimation; missing observations, errors in variables and non-linear estimation in economics problems.

Credit Hours : 3

Prerequisite(s) : ECMT 675 and 676; STAT 610 or approval of instructor.