New York University 4 credits Economics GH
The goal of this course is to develop in detail the theoretical underpinnings of the linear regression model which forms the cornerstone of theoretical and applied econometric research. The course will also introduce advanced econometric methods for cross-sectional, panel and time series data, such as Maximum Likelihood and Generalized Method of Moments, as they apply to several linear and nonlinear econometric models. Prerequisites: ECON-GH 5200 and ECON-GH 5900.
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