Econometric Analysis

The study of multiple regression and its applications in economics. The course will focus on the appropriateness of the techniques when the independent variables are measured with error, the disturbance terms exhibit autocorrelation, or the independent variables are correlated with the disturbances. The course will be concluded by an introduction to simultaneous equation techniques. Economics 15 and 107 may not both be taken for credit. Prerequisite: Either Mathematics 70 or 72; plus one of the following: Economics 14 (or Economics 13, for Classes of 2024, 2025 and 2026 only), or Mathematics 166, or ES 56 or EE24.