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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.