Browse Hierarchy ECOM032: Econometrics B

This module is designed to provide you with a general knowledge and the basic methods used in the current practice of econometrics. The module covers the following lecture topics: panel data and its application in micro econometrics; maximum likelihood methods, as fuelled by the development of limited dependent variable and discrete choice models; the generalised method of moments in relation with Euler equations from inter temporal stochastic utility maximisation in macroeconomics. Both estimation and inference are considered.