73-363 Econometrics

9 units, Carnegie Mellon University

This course takes as its starting point ordinaryleastsquares estimation and the linear regression model, which are presented utilizing vector and matrix notation. This is followed by the application of OLS to nonlinear models. Cases are then considered where the various assumptions of OLS do not hold and what corrective actions should be taken. Topics include nonlinearleastsquares, twostage estimation, instrumental variables, simultaneous equations, maximum likelihood estimation, and logitprobit models. Lecture, 3 hours Recitation, 1 hour. Minimum grade standard of C applies only to economics courses. Note This course will be retired after the Fall 2015 semester. Beginning in Spring 2016 semester, a new econometrics sequence will be offered.

Prerequisites: (21-112 or 21-120) and (21-256 or 21-259 or 21-268 or 21-269) and 73-100 (min C) and 73-230 (min C) and 73-240 and (21-325 (min C) or 36-217 (min C) or 36-225 (min C)) and 36-226 (min C)

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