https://wiki.devclub.in/index.php?action=history&feed=atom&title=HSL719 2026-04-09T09:36:34Z Revision history for this page on the wiki MediaWiki 1.45.1 https://wiki.devclub.in/index.php?title=HSL719&diff=1298&oldid=prev 2026-03-04T10:09:57Z

<p>Creating course page via bot</p> <p><b>New page</b></p><div>{{Infobox Course<br /> | code = HSL719<br /> | name = Advanced Econometrics<br /> | credits = 3<br /> | credit_structure = 3-0-0<br /> | pre_requisites = For UG students: HUL315 / HUL215<br /> | overlaps = <br /> }}<br /> <br /> == HSL719 : Advanced Econometrics ==<br /> Course contents (about 100 words) (Include laboratory/design activities): 1. Review of Classical Linear Regression Model: Gauss-Markov assumptions, finite sample properties, large sample properties. 2. Instrumental Variable Estimation: Motivation for instrumentation, Simultaneity Bias, Endogeneity and Measurement Error; IV Estimation; 2SLS Estimation. 3. Generalized Method of Moments: Single equation linear GMM. 4. Systems of Equations: Seemingly Unrelated Regressions (SUR) model; Simultaneous Equations Models: Identification. 5. Panel Data models: Pooled Estimation; Unobserved Heterogeneity: Fixed vs. Random Effects; ML vs. GMM estimation. 6. Discrete Choice Models: Binary response models, Multinomial Response Models, Ordered Response Models. 7. Censored Regression Models: Estimation and Inference with Censored Tobit. 8. Estimating Average Treatment Effects: Regression Methods, Methods Based on the Propensity Score, Estimating the ATE Using IV.</div>

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