Listed in: Economics, as ECON-59
Jun Ishii (Section 01)
This course studies the specification, estimation, and testing of econometric models based on the maximum likelihood and method of moments principles. It builds from mathematical statistics and utilizes matrix algebra, the rudiments of which will be introduced in the course. The course will also review applications of econometric models to various areas of micro and macroeconomics. A student may not receive credit for both Economics 55 and Economics 59.
Requisite: Economics 11, Mathematics 13, and Mathematics 17 or equivalent. Fall semester. Professor Ishii.
Section 01
M 02:00 PM - 03:20 PM SMUD 206
W 02:00 PM - 03:20 PM SMUD 206
This is preliminary information about books for this course. Please contact your instructor or the Academic Coordinator for the department, before attempting to purchase these books.
| ISBN | Title | Publisher | Author(s) | Comment | Book Store | Price |
|---|---|---|---|---|---|---|
| A Course in Econometrics | Harvard U. Press | Arthur Goldberger | Highly Recommended | Amherst Books | TBD | |
| Statistical Models: Theory and Practice | Cambridge U. Press | David Freedman | Recommended | Amherst Books | TBD | |
| Introductionto Statistics & Econometrics | Harvard U. Press | Takeshi Amemiya | Recommended | Amherst Books | TBD |
These books are available locally at Amherst Books.