Advanced Econometrics

Fall 2011

Advanced Econometrics

Listed in: Economics, as ECON-361

Formerly listed as: ECON-59

Faculty

Jun Ishii (Section 01)

Description

This course studies the specification, estimation, and testing of econometric models based on the maximum likelihood and method of moments principles. It builds from mathematical statistics and utilizes matrix algebra, the rudiments of which will be introduced in the course. The course will also review applications of econometric models to various areas of micro and macroeconomics. A student may not receive credit for both ECON 360 and ECON 361. 

Requisite: At least a "B" grade in ECON 111 or a "B-" grade in ECON 205-275, or equivalent, and MATH 130 and MATH 211 or equivalent. Fall semester. Professor Ishii.

Course times and locations

ECON 361 - L/D

Section 01
M 02:00 PM - 03:20 PM MERR 3
W 02:00 PM - 03:20 PM MERR 3

Textbooks

Below are the textbooks used in this course, along with pricing information and availability at local bookstores. The price range shown is based upon queries to multiple online booksellers; click on the the price field to see detailed pricing information.

This is preliminary information about books for this course. Please contact your instructor or the Academic Coordinator for the department, before attempting to purchase these books.

ISBN	Title	Publisher	Author(s)	Comment	Book Store	Price
0521743850	Statistical Models: Theory and Practice	Cambridge U. Press	David Freedman	Recommended	Amherst Books	TBD
0674175441	A Course in Econometrics	Harvard U. Press	Arthur Goldberger	Recommended	Amherst Books	TBD
0674462254	Introductionto Statistics & Econometrics	Harvard U. Press	Takeshi Amemiya	Recommended	Amherst Books	TBD

These books are available locally at Amherst Books.

Offerings

2022-23: Offered in Fall 2022
Other years: Offered in Fall 2008, Spring 2010, Fall 2010, Fall 2011, Fall 2012, Spring 2014, Fall 2015, Spring 2017, Fall 2018, Fall 2019, Fall 2020, Fall 2022, Fall 2023