Advanced Econometrics II

This is an advanced course on econometric theory. It will provide students with grounding in the theory that underpins many standard econometric methods. It will stress fundamental ideas and general concepts so that students can draw connections between various methods presented in other courses, and learn to derive simple theoretical results from first principles and apply them to specific cases. The course does not attempt to provide details on the theory behind all possible econometric models, but instead seeks to ensure that students gain sufficient skills to allow them to understand the key issues and hence to be able to read and understand advanced texts and journal articles on current research that they may come across in their future studies or research.