Data Analytics and Computation 695A - S- Advanced Econometrics

This course introduces advanced econometric theory and tools for estimating and testing models, evaluating policy changes quantitatively, and more generally studying the relation between economic variables. The goal is to learn enough theory and get enough practice to be able to conduct sensible economic analysis. The course covers most contemporary methods on nonlinear estimation, including the Maximum Likelihood Estimator, Nonlinear Least Squares, and General Method of Moments.

Open to DACSS students only. Contact dacss@umass.edu if interested in registering for this course.