Econometric Methods III

This course continues the graduate first-year sequence in econometrics by reviewing and organizing core tools into a unified theoretical framework, with an emphasis on identification, asymptotic inference, and modern estimation methods used in empirical research. Topics may include identification and misspecification; asymptotic normality-based statistical inference; generalized method of moments and extremum estimation; discrete choice models; nonparametric regression (including regression discontinuity); and panel data and large-scale inference.