Econometric Methods

Guest Instructor: 
Kathleen Ngangoué
Description: 

Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, nonlinear regression models, stochastic regressors, instrumental variable estimation, method of moments.

 
Literature:
  • Davidson, R. and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
  • Hayashi, F. (2000): Econometrics, Princeton University Press.
Credits: 
9.00
Program: 
Affiliation: 
Humboldt-Universität zu Berlin