Academic Catalog

ECO312 PRINCIPLES OF ECONOMETRICS II

Course Code: 3520312
METU Credit (Theoretical-Laboratory hours/week): 4(3-2)
ECTS Credit: 6.0
Department: Economics
Language of Instruction: English
Level of Study: Undergraduate
Course Coordinator: Assist.Prof.Dr EMRE ZELK
Offered Semester: Fall and Spring Semesters.
Prerequisite: Set 1: 3520311
The course set above should be completed before taking ECO312 PRINCIPLES OF ECONOMETRICS II .

Course Content

Introduction to advanced econometric models. Focus on logit and probit models, as well as other limited dependent variables models. Censored and truncated regression. Fixed Effects and Random Effects Models. Instrumental Variables estimation of models that include endogeneous regressors and two stage least squares (2SLS). Time series analysis, autoregressive models, GMM, and non-linear least squares estimation.