<p>Lecture, three hours. Advanced topics in econometrics that may vary year to year. Current topics include empirical process methods with applications to quantile regression and general M-estimation, estimation and inference methods in high-dimensional models, including LASSO and Dantzig Selector techniques, and bootstrap. May be repeated for credit. S/U or letter grading.</p>

Economics

Combining rigorous, inclusive pedagogy with opportunities for co-curricular activities—including research, internships, and community engagement—the College provides students with diverse learning experiences that helps them thrive, become critical thinkers, and transform society.

College of Letters and Science

The department conducts cutting-edge research by developing and applying new methodologies to understand society's most critical issues and trains future generations of economic leaders.

General Catalog

Advanced Econometrics III

ECON231C

4 units