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ECON 399

Introductory Econometrics

3 units

Fall 2026

Topics

  • The Nature of Econometrics and Economic Data
  • The Simple Regression Model
  • Multiple Regression Analysis: Estimation
  • Multiple Regression Analysis: Inference
  • OLS in Asymptotic (briefly)
  • Multiple Regression Analysis: Further Issues
  • Multiple Regression Analysis with Qualitative Information
  • Heteroskedasticity
  • More on Specification and Data Issues
  • Instrumental Variables Estimation and Two Stage Least Squares

Readings

  • Jeffrey M. Wooldridge (2020) “Introductory Econometrics: A Modern Approach”, Canadian Edition, (
    recommended
  • A. Colin Cameron and Pravin K. Trivedi (2010) “Micro econometrics Using STATA Revised Edition
    unspecified
Fall 2026

Readings

  • → Wooldridge, J.M. (2019). Introductory Econometrics: A Modern Approach, 7th edition. Cengage
    unspecified
  • → Heiss, F. (2020). Using R for Introductory Econometrics, 2nd edition
    unspecified
Sources