ILRLE 7410 - Applied Econometrics I

(crosslisted)
(also ECON 7480)

Fall. 4 credits.

Prerequisite: graduate Ph.D.-level sequence in econometrics or permission of instructor.

G. Jakubson.

Considers methods for the analysis of longitudinal data, that is, data in which a set of individual units are followed over time. Focuses on both estimation and specification testing of these models. Students consider how these statistical models are linked to underlying theories in the social sciences. Course coverage includes panel data methods (e.g., fixed, random, mixed effects models), factor analysis, measurement error models, and general moment structure methods. The two courses ILRLE 7410/7420 are designed to be a one‐year sequence. The expectation is that students will
continue from the first course into the second course. Students should not expect to be able to take the second course
without having done the first course.