MGT 7107 Econometrics for Business Studies
3 units
Management
Telfer School of Management
This course is an intermediate level Ph.D. course in econometrics and exposes students to theoretical econometrics concepts, methodological issues that arise when doing empirical research, and empirical applications. The goal is to learn technical skills required to undertake empirical work in different business fields. The main topics covered include: different estimation techniques such as the generalized method of moments (GMM) and the quasi-maximum likelihood (QML); panel data models such as the fixed and the random effects models; the econometrics of qualitative and limited dependent variable such as the logit and probit models, and the Heckman approach; time-series models such as VAR and GARCH models.
Components:
Lecture
Previously Offered Terms:
Winter