Course Code : 2952456
Course Credit : 3(3-0-6)
(Prerequisites: 2952356 ECONOMET THEO)
ADV ECONOMET THEO
Course Description :
Matrix algebraic approach to econometric methods; advanced methods of statistical inference; maximum likelihood and quasi – maximum likelihood estimations; instrumental variables estimation; generalized method of moments; identification; non-parametric methods; the bootstrap; asymptotic distribution theory.