Apr 24, 2024  
Graduate Catalog 2015 - 2016 
    
Graduate Catalog 2015 - 2016 [ARCHIVED CATALOG]

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ECN 625 - Econometrics

(4 credits)
Prerequisites: ECN 610 and ECN 622 or equivalents. Classical least squares assumptions for simple and multiple regression; estimation; associated statistics, e.g., R2, hypothesis testing, and confidence intervals; scaling; prediction; dummy variables; heteroscedasticity; autoregressive disturbances; multicollinearity; certain types of specification error; lagged relationships; simultaneous equilibrium models; limited dependent variable models; time series topics. Cross-listed with ECN 725. Candidates for the M.A. in Economics should register for ECN 625.


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