The course develops a coherent set of econometric theory and methods for economic models.It covers discussions such as general regression analysis, asymptotic theory, IV model, GMM, (Q)MLE.

 
  • 课程力图建立一套经济模型的计量理论和方法的统一框架,其内容包括经典回归分析、渐进理论、工具变量法、广义矩估计和(准)最大似然法等。
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