AREC624
Applied Econometrics II
Prerequisite: AREC623. Variations of the standard linear model, simultaneous equations estimation, nonlinear regression, nonlinear simultaneous equations estimation, static and dynamic panel data models, errors in variables, Hausman tests, discrete choice models such as conditional multinomial and mixed logit models, latent class models, semi-parametric estimation, varying parameter models, unobserved variables, time series models, and model selection procedures.
Spring 2024
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Spring 2023
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Past Semesters
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