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: |
Assoc.Prof.Dr. EMRE ÖZÇELÝK |
| 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.
