Econometric Theory IIB ECON 839 (4)
Presents advanced topics in econometric theory in a microeconomic setting. Topics will include specification testing, method of moments estimators, applications of maximum likelihood, simulation and bootstrap methods, and estimation and inference in nonlinear models. These will be presented in the context of cross-sectional and panal data, including discrete choice models, limited-dependent variable models, and duration models. Prerequisite: ECON 837.