ECON 7001 - Econometrics PG

The course focuses on the estimation, inference and identification of linear models. We will discuss the issues and challenges of linear regression models, how to interpret the results of these models, and apply econometrics can be applied to study real-world problems. The topics to be covered in the course include estimation issues such as model misspecification, measurement errors endogenous regressors, as well as instrumental variable regressions, panel data approaches, and econometric analysis using matrices. STATA, a standard software for econometric and statistical analysis, will be used throughout the course.