ECON 808: Econometrics I
- Description
- The fundamentals of estimation and inference in the classical regression model, with applied laboratory sessions using actual economic data. Topics covered typically include: multiple linear and non-linear regression models; least squares; maximum likelihood; instrumental variables; statistical properties of estimators; asymptotic theory; restrictions; measurement error; serial correlation; heteroskedasticity; systems of equations.
- Credit units
- .3
- Term description
- 1(3L)
- College
- Graduate Studies and Research
- Department
- Economics
- Note:
- Students with credit for BPBE 860 will not receive credit for this course.