Econometrics

Catalog description

The course examines a number of important areas of econometrics. The topics covered include regression analysis with cross-sectional data; classical linear regression model and extensions; model specification, estimation and inference; regression with qualitative variables; heteroskedasticity and GLS; serial correlation and heteroskedasticity in time series regression. In addition to covering the relevant theoretical issues, the course includes the application of these methods to economic data. Pre-requisites: Statistics ( BUSF-SHU 101 OR MATH-SHU 235 OR MATH-SHU 233 OR ECON-UA 18 OR STAT-UB 103 OR STAT-UB 1 OR MATH-GA 2901 OR SOCSC-UH 1010Q OR ECON-UA 20 ). Fulfillment: Economics Required; Data Science Major Data Analysis Courses.