Advanced Econometrics

AY2024/2025 Semester 2

Based on HE3021 Intermediate Econometrics, this course provides you with a theoretical foundation on econometric methods widely used in empirical studies and their applications. The approa ches and models introd uced to you will have both theoretical rigor and empirical relevance. Topics covered include asymptotic theory, large sample properties of OLS, IV, GM M, heteroskedasticity, limited dependent variable models and panel data models.