73-261 Econometrics Units: 9.0 Department: Economics Prerequisites: 21-122 and (21-256 or 21-259) and 73-226 Related URLs: http://hss.cmu.edu/html/departments/econ This course takes as its starting point ordinary-least-squares estimation and the linear regression model, which are presented utilizing vector and matrix notation. This is followed by the application of OLS to non-linear models. Cases are then considered where the various assumptions of OLS do not hold and what corrective actions should be taken. Topics include: nonlinear-least-squares, two-stage estimation, instrumental variables, simultaneous equations, maximum likelihood estimation, and logit/probit models. (Lecture, 3 hours)

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