Econometric Modeling and Forec

Catalog description

This course is a study of empirical techniques that are particularly relevant to the analysis of microeconomic models. The first half of this course will deal with practical solutions to dealing with variables that are not considered exogenous. In the second half we will first address empirical techniques that take into account dependent variables that are not necessarily continuous (or normally distributed) and other deviations from more basic OLS regression. We will finish up with an introduction to Time Series Analysis and its underlying assumptions.