General Linear Regression Analysis

Econ 741, The Ohio State University, Spring 2011

Course Description

This course is the third quarter of the first-year Ph.D. sequence in econometrics. Students are assumed to have had two quarters of graduate-level probability and statistics (Econ 640 and 740, Stat 520 and 521, or equivalent). The course begins with a brief review of probability, stochastic convergence, and limit theorems. The main part of the course focuses on the classical linear regression model and several parametric, linear estimation methods. Time permitting, a brief introduction to nonlinear estimation methods will be given at the end of the course.


Course Materials