ECON 3502 - Econometrics III

The course reviews the multiple linear regression and introduces advanced topics in econometrics such as pooling cross sections across time, advanced panel data, instrumental variables, limited dependent variable models and sample selection correction, and advanced time series topics. The focus is on understanding the methods involved, using statistical software (STATA or R or Matlab) to provide the results and then interpreting and commenting on these results. Particular attention is paid to the econometric theory, to the application of econometrics to real-world problems, and to the interpretation of the estimation results.