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ECON 810. Econometrics I. 3 Credits.

First course in Ph.D. core econometrics sequence. The focus of the course is foundational econometric theory as necessary for applied econometric analysis. Topics covered may include: matrix algebra approach to regression, inference, nonlinear regression, limited dependent variables, systems of equations, panel models, and time series models. Prereqs: ECON 639 and ECON 710.