Econometric Analysis

Matrix algebra; probability and distribution theory; statistical inference; computation and optimization; the classical multiple linear regression model - specification and estimation; inference and prediction; functional form, nonlinearity, and specification; data problems; nonlinear regression models; nonspherical disturbances, generalized regression and GMM estimation; heteroscedasticity; autocorrelated disturbances; models for panel data; systems of regression equations; simultaneous equations models; regressions with lagged variables; time-series models; models with discrete dependent variables; limited dependent variable and duration models.