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Nov 21, 2024
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ECON 6060 - Advanced Econometrics3 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 or consent of instructor.
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