Econometric Theory

3.00 credits · Undergraduate

Prereq: 6 credits from ECON 2701, MATH 2221; or 9 credits from MATH 2221, 3311, 4311; or permission of the Department This provides a rigorous treatment of the linear regression model, with special attention paid to the statistical theory underlying estimation and inference. It also covers model design, functional form selection, bias, error structure, and consistent estimation. [Note 1: Counts as a Commerce elective for students taking a Bachelor of Commerce or a Major or Minor in Commerce.] (Format: Lecture/Lab 3 Hours) (Exclusion: ECON 4700)