This unit provides a rigorous treatment of core methods of econometric estimation and inference in a single and also multiple equation settings. While students are encouraged to look at every problem from several views (informal, algebraic, geometric, etc.), a large emphasis is placed on constructing formal arguments, and the importance of clear notation, definitions, assumptions and deductive arguments is emphasised. Formal lectures and references to graduate level textbooks are provided, and students are also assigned and encouraged to read some classic journal articles. This unit is designed for PhD students who intend to write a thesis in econometrics or business statistics. It is not... -- Course Website
Instructor: Professor Farshid Vahid
Prerequisites: Students must be enrolled in either the 3194 Master of Philosophy or the 0029 Doctor of Philosophy and have successfully completed ETX6500 Foundations of Statistical Inference to enrol in this unit.
