Course Schedule and Catalog

Long Title: ECONOMETRICS I

Department: Statistics

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): ECON 504 OR STAT 604

Description: Estimation and inference in single equation regression models, multicollinearity, autocorrelated and heteroskedastic disturbances, distributed lags, asymptotic theory, and maximum likelihood techniques. Emphasis is placed on the ability to analyze critically the literature. Cross-list: ECON 510.