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    Econometrics II
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    Carnegie Mellon University

    Econometrics II

    Carnegie Mellon University

    Carnegie Mellon University

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    United States of America, Pittsburgh

    University RankQS Ranking
    58

    Key Facts

    Program Level

    PhD (Philosophy Doctorate)

    Study Type

    Full Time

    Delivery

    On Campus

    Application Fee

    USD 75 

    Campuses

    Main Site

    Program Language

    English

    Start & Deadlines

    Next Intake Deadlines22-Aug-2022
    Apply to this program

    Go to the official application for the university

    Duration 4 year(s)
    Tuition Fee
    USD 45,700  / year
    Next Intake 22-Aug-2022

    Econometrics II

    About

    This course is the second course in the core econometrics sequence of the economics PhD program. It is about estimating structural economic models. The basic question is how to use data to estimate the parameters of an economic model. We will want to establish: establish the consistency of the estimators, establish the asymptotic normality of the estimators, the data has been used as efficiently as possible in terms of obtaining the smallest possible variance of the asymptotic distribution, and test hypothesis about the parameters. We would like to use economic theory to restrict our estimation problem so that we has as much structure as possible implied by theory. Students should learn how to establish the consistency and asymptotic normality for parameters estimated from nonlinear objective functions. The students should also learn how to calculate the parameter estimates and perform inference.

    Requirements

    Entry Requirements

    GPA

    3.41

    Average

    3.43

    Median

    3.03-3.76

    Middle 80%

    English Program Requirements

    Candidates are required to demonstrate a level of competence in English to meet the admissions requirements of the university. You are required to take a TOEFL, IELTS, or Duolingo exam unless:

    • You attended an undergraduate institution, earning a bachelor’s degree, where the sole language of instruction was English.
    • You earned a graduate degree where the sole language of instruction was English. (Although not required, we do recommend that you take the English Language Proficiency exam.)

    You must request that the official score be sent from the testing agency to our program for us to verify the score entered into the application. Request that the official score be sent to us using the following codes:

    • TOEFL Program Code: Institutional Code = 2074; Departmental Code = 02
      • Pro Tip: The recommended TOEFL score is 25 on each section of the Internet-based test. The minimum TOEFL scores required to apply for admission are: Reading: 20, Listening: 20, Speaking: 20, Writing: 20
    • IELTS Program Code: Select Carnegie Mellon and the Tepper School of Business 
      • Pro Tip: The recommended IELTS score is 7 overall and 7 in each band. The minimum IELTS scores required to apply for admission are: Listening: 7, Reading: 7, Writing: 7, Speaking: 7, Overall Band: 7
    • Duolingo Program Code: Select Carnegie Mellon University – Tepper School of Business
      • Pro Tip: The recommended Duolingo English Test (DET) score is 120 overall

    Pro Tip: TOEFL and IELTS scores are valid for two years and must be valid at the time you submit your application.

    Pro Tip: If you earned a degree from a non-U.S. institution, your academic documents should state that the sole language of instruction for the entire university was English in order to be eligible for a TOEFL/IELTS/Duolingo waiver. If your academic documents don’t include this, you should upload an official letter from the University Registrar indicating English as the mode of instruction for the entirety of the degree.

    Fee Information

    Tuition Fee

    USD 45,700 

    Application Fee

    USD 75 
    Carnegie Mellon University

    Econometrics II

    Carnegie Mellon University

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    United States of America,

    Pittsburgh

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