Listed in: Economics, as ECON-59
Steven G. Rivkin (Section 01)
This course studies the specification, estimation, and testing of econometric models based on the maximum likelihood and method of moments principles. It builds from mathematical statistics and utilizes matrix algebra, the rudiments of which will be introduced in the course. The course will also review applications of econometric models to various areas of micro and macroeconomics. A student may not receive credit for both Economics 55 and Economics 59.
Requisite: Economics 11, Mathematics 13, and Mathematics 17 or equivalent. Spring semester. Professor Rivkin.