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May 02, 2024
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ECON 4060 - Advanced Econometrics 3 Credits (3 Contact Hours)
Reviews statistical inference using multiple regression (OLS) analysis and model specification. Topics include multicollinearity, heteroscedasticity, and serial correlation; two-staged least squares and instrumental variables models; simultaneous equations models; limited dependent variable models using maximum likelihood estimation and time-series analysis; and presentation of results in technical writing. Preq: ECON 4050 .
This 4000-level course has a 6000-level counterpart. Students should refer to the Graduate Announcements for the 6000-level description and requirements.
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