Facility with matrix algebra, multivariate calculus and multivariate mathematical statistics. Familiarity with classical analysis of standard and generalized regression models. This Ph.D. level course focuses on inferential methods concerning unobservable-variable models. Topics covered include instrumental variable estimation, panel data models, simultaneous equation models, and sample selection. Relevant theory is developed in each area and the implications of the theory for applied work is discussed.
Evaluation is based on two exams and an applied project.