Themes in Econometrics
A systematic presentation of the principal themes in econometric inference, such as Maximum Likelihood, Instrumental Variables, Method of Moments, Bayesian Inference, Likelihood Ratio, Wald, and Lagrange Multiplier tests. A discussion of Nonparametric and Semiparametric inference, asymptotic distribution theory and Monte Carlo simulation methods. Application of these methods in empirical projects.
Graduate course in the Economics program offered by the Faculty of Graduate Studies.