Spring, 1999
J. A. Herriges

Economics 573 - I Part B
Tentative Lecture Schedule

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