Econometrics 240F: Topics in Cross-section
Econometrics Winter 2010
Meets Tues and Thurs 10.00am - 11.50 am in
Wellman
111
This course is intended to cover material not
covered in 240D.
A full syllabus may not be available until January 4.
Topics covered will include
Panel data:
- Arellano-Bond dynamic panels
- Correlated random effects models
Spatial data:
- Spatially correlated regressors
- Spatial autoregressivew (social contagion, peer effects)
Other topics:
- weighted regression
- multiple imputation (brief)
- quantile regressiom (brief)
- Bayesian regression (linear normal-normal with Gibbs sampler)
In Spring quarter 2010 Oscar Jorda will teach Economics 240E: Topics in
Time Series Econometrics
Graduate Econometrics at UC-Davis: Graduate Econometrics
A. Colin Cameron / UC-Davis Economics / http://www.econ.ucdavis.edu/faculty/cameron