Econometrics II

Time I: 
Tuesday,
12:00pm to 04:00pm
Venue I: 
HU Berlin, Spandauer Straße 1, Room 220
Description: 

Quasi-maximum likelihood and GMM estimation, multiple equation estimation, empirical likelihood methods, Bayesian inference, MCMC techniques, nonparametric methods, applications.

Literature:
C. Gourieroux & A. Monfort (1995): Statistics and Econometric Models, Vol. I, II, University Press, Cambridge.
Hayashi, F. (2000): Econometrics, Princeton University Press.

Exam:
Written exam (90 min)

Credits: 
9.00
Semester: 
Spring 2012
Affiliation: 
Humboldt-Universität zu Berlin