The page uses Browser Access Keys to help with keyboard navigation. Click to learn moreSkip to Navigation

Different browsers use different keystrokes to activate accesskey shortcuts. Please reference the following list to use access keys on your system.

Alt and the accesskey, for Internet Explorer on Windows
Shift and Alt and the accesskey, for Firefox on Windows
Shift and Esc and the accesskey, for Windows or Mac
Ctrl and the accesskey, for the following browsers on a Mac: Internet Explorer 5.2, Safari 1.2, Firefox, Mozilla, Netscape 6+.

We use the following access keys on our gateway

n Skip to Navigation
k Accesskeys description
h Help
New York University Polytechnic School of Engineering    
 
    
 
  Jan 16, 2018
 
2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

[Add to Portfolio]

MG-GY 9413 Quantitative Methods Seminar I

3 Credits
The introductory PhD-level course covers quantitative analysis. Topics include specification, estimation and inference in the context of models that start with the standard linear regression framework. After reviewing the classical linear model, students develop the asymptotic distribution theory necessary for analyzing generalized linear and nonlinear models. Students then analyze estimation methods such as instrumental variables, maximum likelihood, generalized method of moments (GMM) and others. Inference techniques used in the linear regression framework (such as t and F tests) is extended to Wald, Lagrange multiplier, likelihood ratio and other tests. Finally, the linear regression framework is extended to models for panel data, multiple equation models and models for discrete choice.

Prerequisite(s): Doctoral standing or instructor’s permission.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0



[Add to Portfolio]