90-907 Econometric Theory and Methods

12 units, Carnegie Mellon University

This course covers a number of econometric models and techniques that are commonly used in applied microeconomics. The core topics include a general framework for estimators which includes maximum likelihood and generalized method of moments, discrete outcome models, sample selection and related limited dependent variable or switching models, duration and count models, time series models, panel data models, variance estimation including clustering and the bootstrap, and nonparametric techniques. The course is designed for PhD students who have completed 90907 PhD Econometrics I or an equivalent course.

Prerequisites: 90-906 (min C) and 90-905 (min C)

Offered: Spring 2027

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