ECON 4014 - Econometrics IV (H)

The objective of this course is to study more advanced topics in econometrics. Students are expected to have knowledge in statistics and multiple regression models at the level of Econometrics III/PG or equivalent. Topics typically include linear regression models, instrument variables (IV) estimation, generalized method of moment (GMM), maximum likelihood estimation (MLE), limited dependent variable (LDV) models, treatment effect and sample selection corrections, panel data methods, Monte Carlo simulations and bootstrap methods. The emphasis is on understanding the models and the related theories. Through the course, we will apply the theories developed to real-world data and interpret the estimation results in many different respects.