Econometrics 2

3 credits · Undergraduate

This course is designed to give the students a class in the advanced treatment of the linear regression model. Topics will include the least squares estimators, maximum likelihood estimation, generalized least squares, seemingly unrelated regression, two stage least squares, three stage least squares and panel econometrics models. Additional topics could also be taught, depending on the interests of students and as time permits. Throughout, examples of concepts will be drawn from the literature so that students can apply concepts to data. Software used in the class will include commonly used statistical packages such as GRETL. PREREQUISITES: ECOA 3001 EXCLUSIONS: ECOA 4006 FORMATS: Lecture | Lab