Econometrics (II)

Econometrics II is the required core course of Econometrics in the second semester for Graduate students. Econometrics courses covers the extensions of instrumental variables regression, limited dependent variables models, Probit and logit Model, Order Probit Model, Tobit model, large sample theory, seemingly unrelated regression, simultaneous equations models and how to estimate panel data model. Besides knowing how to develop the econometric theories, students are expected to have an understanding and ability to apply econometric and statistical methods by using STATA packages.