The theoretical properties of maximum likelihood estimators and their use in overcoming shortcomings of the classical linear model. Computer algorithms are developed and used to compute maximum-likelihood estimators for logit, probit, tobit, sample-selectivity, and failure time models.

Semester Course Offered

Offered every year.

Grading System

A-F (Traditional)

Prerequisite

ECON 8080

Athena Title

ECONOMETRICS II

Syllabi ECON 8120
Credit Hours 3.0