ECON 830 - Econometrics I

Credits: 3

Fundamentals of econometric analysis. The classical linear model, multi-collinearity, specification error, distributed lags, non-normal disturbances, dummy variables, generalized least squares, autocorrelation, heteroscedasticity. Applications to specific problems.

Requisites:
Prerequisite: ECON 520; and MATH 205 or MATH 220; and STAT 706.

Typically Offered
Spring