Topics in Econometric Theory

This is a course in asymptotic theory for econometric estimation and inference, with emphasis on nonlinear, cross section models. Topics include forms of convergence, consistency and limiting distribution theory, maximum likelihood, linear and nonlinear least squares, generalized method of moments, extremum estimators, nonparametric kernel estimators, and semiparametric estimators.

Averages use numerical 1–5 ratings, including the ratings submitted with new anonymous reviews.

OrganizationHow well the course was organized

4.83 / 5

ChallengeHow intellectually challenging students found it

5.00 / 5

AttendanceHow necessary attendance was

4.95 / 5

AssignmentsHow helpful assignments were

5.00 / 5