Spring, 1999
J. A. Herriges
Economics 573 - I Part B
Tentative Lecture Schedule
- March 3: Nonlinear Regression Models - Specification and Estimation
- March 5: Nonlinear Regression Models - Properties and Testing
- March 8: Nonspherical Disturbances and the Consequences for Least Squares
- March 10: Generalized Least Squares
- March 12: Feasible GLS/Heteroskedasticity
- March 22: Estimation and Testing with Heteroskedastic Errors
- March 24: Autocorrelated Errors
- March 26: Estimation and Testing with Autocorrelated Errors
- March 29: Combining Cross-Sectional and Time Series Data
- March 31: Estimation and Inference with Time Series/Cross Sectional Data
- April 2: The Seemingly Unrelated Regression Model
- April 5: Introduction to Discrete/Limited Dependent Variable Models
- April 7: Binary Choice Models
- April 9: Estimation and Inference in Binary Choice Models
- April 12: Ordered Multivariate Discrete Choice Models
- April 14: Unordered Multivariate Discrete Choice Models
- April 16: Truncated Variable Models
- April 19: Censored Variable Models
- April 21: Discrete/Continuous Models, Switching Regressions, and Count Data Models
- April 23: Introduction to Specification Analysis
- April 26: Discrete and Nonlinear Regressors
- April 28: Omitted Variables and the Inclusion of Irrelevant Variables
- April 30: Stochastic Regressors, IV Estimation, and Measurement Errors