| Term | Evaluations | Course rating | Instructor rating |
|---|---|---|---|
| Spring 2025 | 2 | 4.6 | 4.7 |
| Spring 2024 | 2 | 4.2 | 4.3 |
| Spring 2023 | 2 | 4.7 | 4.7 |
| Spring 2022 | 2 | 3.8 | 4.0 |
| Spring 2021 | 1 | 3.4 | 3.5 |
| Spring 2020 | 1 | 4.5 | 4.5 |
1 evaluation for this course
This course provides an understanding of the econometric theory that underlies common econometric models. The focus is on regression models and their many extensions. Topics include finite and asymptotic properties of estimators, consistency and limiting distributions, specification issues, heteroskedasticity, autocorrelation, endogeneity and simultaneity, and nonlinear model estimators including maximum likelihood and the generalized method of moments.
Estimated from the original workload response buckets. Individual sections may differ.
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