Econometrics

Undergraduate

Estimation and application of the multiple regression model in applied economic context. Generalized Least Squares estimation in the presence of heteroskedasticity and serial correlation. Estimation with limited dependent variables. Non-linear regression models and the method of maximum likelihood. Introduction to qualitative response models such as Logit and Probit. Introduction to different types of economic data. Course Format: Lectures, lab, 4 hours per week. Prerequisite(s): ECON 2P21 or ECON 2P23; ECON 2P22; one of ECON 2P90, ECON 2P91, MATH 2P81/STAT 2P81 and STAT 2P82; one of ECON 1P94, MATH 1P01, MATH 1P05, MATH 1P97 or permission of the instructor Course Notes: This course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.