Introduction to Econometrics, Cross-Sectional and Panel Data, and Time Series

4 units · Graduate professional courses (400-499)

Lecture, three hours; discussion, one hour. Limited to Master of Applied Economics students. Introduction to econometrics, cross-sectional and panel data, and time series methods used in economics, business, and government. Topics include estimation, simple and multiple regression, cross-sectional and panel data, instrumental variables, and estimation with stationary/non-stationary processes. Letter grading.