Econometric Theory and Methods

Catalog description

Prerequisites: ECON 3001 or BUS AD 5001 ; ECON 3002 or BUS AD 5002 ; ECON 4100 ; ECON 4150 or equivalent. A rigorous review of statistical models and methods relevant to the estimation and testing of economic relationships. Emphasis on the theoretical underpinnings of techniques commonly used for multivariate regression analysis and hypothesis testing. Topics include ordinary least squares, generalized least squares, and instrumental variables estimation.