Econometrics I

Three credits · Undergraduate

This course develops the simple and multiple classical regression models, interval estimation and hypothesis testing. The problems of estimation, inference, mis-specified structures, multicollinearity, heteroskedascity, and serial correlation are presented. Students will be exposed to STATA or other relevant econometric software. The course requires some proficiency in calculus and basis statistics. Prerequisites: MATH 107 or 127 or ECON 271; STAT 101 or 231 or permission of the instructor. Three credits.