ECON 228Nonstandard Inference
Topics include weak instruments, unit roots, break tests, switching models, set-based inference, maximum likelihood estimation and meaning of misspecified models, consistency, asymptotic normality, consistent covariance matrix estimation, and tests of model misspecification.
Prerequisites
From the catalog: “graduate standing and ECON 220A, 220B, 220C, 220D, and 220E or consent of instructor.”