Subject:
Economics (ECON)
Catalog number:
621
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
N/A
Requisites:
N/A
Description:
Specification and estimation of the linear regression model. Departures from the Gauss-Markov assumptions include heteroskedasticity, serial correlation, and errors in variables. Advanced topics include generalized least squares, and simultaneous equations/instrumental variables. They may also include nonlinear regression, and limited dependent variable models. Some or all of the problem sets involve working with the computer.
Topic titles:
N/A
Faculty:
Arts (ART)
Academic level:
GRD
Course ID:
000933
