The topics covered in this unit would be invaluable for any student intending to work in applied econometrics, and essential to understand journal articles in econometrics. This unit introduces some of the essentials to develop a working knowledge of econometrics for large samples. The topics covered include, weak law of large numbers, multivariate central limit theorem, large sample properties of the least squares estimator in the linear model, large sample properties of maximum likelihood estimators, and applications of these to some econometric models used in applied econometric research. -- Course Website
Instructor: Professor Mervyn Silvapulle
Prerequisites: Students must be enrolled in course codes 3816 or 3822 or 3194 or 4412. It is recommended that students should have a high level of familiarity with the topics covered in ETF2100 and ETF2700.
