The objective of this course is to present to the students sufficient theoretical background on basic econometric techniques and to prepare students in doing independent research project as part of graduate curriculum. This course covers advanced topics related to methodological issues in econometrics, with emphases on computation intensive methods.

Heteroscedasticity,Autoregressive conditional heteroscedasticity, Autocorrelation, Instrumental Variable, Two Stage Lest Squares Estimation GMM estimation Models for Panel Data,Systems of Regression Equations, Application...