ECON GR5411

OLS regression, Restricted least squares, GLS, IV, MLE, panel data

I learnt a lot of things here and there. Not sure how to use them in real world. I don't know what is the use of what I learnt.

We’ve covered the basic OLS model, and RLS, GLS, IV, MLE, GMM, and Panel Data used in Econometrics.

I learnt how to use Linear Algebra to understand the mathematics foundations of Econometrics.

I learned about all the necessary assumptions behind different estimation methods not simply in terms of learning how to itemize these, but in terms of understanding the implications of any assumption violations.

Basic econometric tools, reasons why different estimators should be used in different cases

I learned to use a software that I had not used before (STATA). Problem sets and recitation materials were very well designed to learn how to perform computations. The selection of topics was also well crafted to understand what was going on in the software with each estimation.

I learned some econometric techniques of estimating parameters and how to address problems in the estimation.

This is not what I hope to say, but if you have an alternate pick, please run away from Prof.Erden

After Thanksgiving holidays, professor went through the material very quickly without detailed explanations, so it is a shame that I did not fully understand the lecture clearly. Also, the assignments should not be given before the exam periods. Lots of students had been stressful due to the burden. Considering the students who do not have knowledge and experience to STATA before, I wish the TA session should teach STATA exercise and show the practice examples.