Ec 570 Econometrics
Covers the theory and application of statistical regression, hypothesis testing, and simulation of econometric models. Emphases are placed on model construction and efficient use of economic data. Problems of multicolinearity, heteroscedasticity, autocorrelation, and distributed lags are discussed. Some familiarity with calculus, matrix algebra, and computer applications are assumed.
Prerequisite
Ec 469 or consent of instructor.