ECON5150 APPLIED ECONOMETRICS

This is a graduate level course in applied econometrics. This course is intended to deal with model estimation, specification, and inference with various econometric models. Modelling and estimating appropriate econometric models using given data sets are major characteristics of our class, so we will emphasize the interplay between econometric theory and applications. This course will consider model selection problems, data transformations, heteroskedasticity, serial and spatial dependence, endogeneity, panel data model, binary response model, sample selection, survival analysis, quantile regression, and so on. Students are advised to take ECON5121 before taking this course.