Econometrics I. (3-0) 3 Credit Hours

Catalog description

Prerequisite: STA 6003 or STA 5093 or equivalent. This is a study of fundamental econometric techniques and applications. Topics include single equation models, least squares, and maximum likelihood estimation, properties of estimators, generalized least squares, general linear hypothesis, model selection techniques, simultaneous equations identification and estimation methods, distributed lag models, forecasting, and time-series models. This course has Differential Tuition.