ECON 6534

Advanced Econometrics

Lec 01 selected

This is an econometrics course for PhD students. It reviews introductory mathematical statistics including parameter estimation (ML, GMM), hypothesis testing, and asymptotic theory. The parametric and nonparametric models including linear, nonlinear, limited dependent variable, and simultaneous equation models are explored in the context of cross-sectional and time series data.

Sections

Lecture

From the syllabus

From the Winter 2026 syllabus by Nicholas Lawson. Open the PDF

Grading

20%Assignment 1Due February 12
20%Midterm examFebruary 24
20%Assignment 2Due April 9
40%Final examExam period, April 11–27

Textbooks

  • Microeconometrics: Methods and Applications, A. Colin Cameron and Pravin K. Trivedi (free)
  • Microeconometrics using Stata, Second Edition, A. Colin Cameron and Pravin K. Trivedi
  • Time Series Analysis, James D. Hamilton

Course rules

Late work
Assignments submitted late are marked down by 1% per hour.
Assignment submission
Assignments must be submitted by 11:59 pm on the due date as a paper copy or PDF.
Missed midterm
If missed, the midterm’s weight is added to the final exam.
Missed final
Students who miss the final exam may write a make-up exam.
Missed exam
Contact the instructor before the exam and email a completed Student Declaration of Absence; no medical note is required.
Exams
Exams are closed-book and held in person.
Assignments
Work independently; discussion is allowed, but copying or submitting others’ work is not.

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