Syllabus for PSCI 7095:
A Weekly Course Outline.
Week 1 The General Linear Model - A Review
Week 2 Replication (Muller & Seligson 1986)
Week 3 Specification, Specification Errors, Specification Tests
Week 4 Matrix Algebra and the Regression Model
Week 5 Multicollinearity
Week 6 Heteroskedasticity & Weighted Least Squares
Week 7 Serial Correlation & Generalized Least Squares
Week 8 Spatial Correlation
Week 9 Measurement - Factor Analysis I
Week 10 Measurement - Factor Analysis II
Week 11 Auto-regression, Time Series Regression Variants (Pooled cross-sections and times series, granger causality, vector autoregression)
Week 12 Maximum Likelihood Estimators
Week 13 Logit/Probit/Tobit Regression
Week 14 Simultaneous Equation Models - Identification
Week 15 Simultaneous Equation Models - Estimation
Week 16 Event Data